+114.9%
AXP vs DLTR
+21.5%
+93.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.1% |
| 7D | -0.1% | +5.3% | -5.4% | -0.9% |
| 30D | +4.4% | +13.4% | -9.0% | +2.6% |
| 3M | -6.4% | +6.6% | -13.0% | -7.4% |
| 6M | +4.2% | +59.1% | -54.9% | -3.0% |
| YTD | -12.4% | +12.3% | -24.6% | -14.4% |
| 1Y | -11.1% | +33.9% | -45.0% | -15.5% |
| 3Y | +114.9% | +23.0% | +91.9% | +96.3% |
| All | +114.9% | +21.5% | +93.4% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DLTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling