+111.1%
AXP vs DLTR
+10.7%
+100.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.1% | +2.5% | -4.6% | -2.5% |
| 30D | -6.5% | +2.1% | -8.6% | -6.8% |
| 3M | +4.6% | +20.3% | -15.6% | +1.8% |
| 6M | +5.4% | +11.5% | -6.1% | +3.2% |
| YTD | -11.1% | +6.8% | -18.0% | -12.5% |
| 1Y | -0.3% | +31.1% | -31.4% | -5.3% |
| All | +111.1% | +10.7% | +100.4% | +92.5% |
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