+220.6%
AXP vs DOW
-10.2%
+230.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.4% |
| 7D | +0.6% | -9.5% | +10.1% | +5.1% |
| 30D | +5.8% | +13.1% | -7.2% | -0.3% |
| 3M | -6.0% | +4.8% | -10.9% | -9.0% |
| 6M | +0.3% | -16.7% | +17.0% | +6.9% |
| YTD | -12.3% | +38.9% | -51.1% | -31.0% |
| 1Y | -11.2% | +48.3% | -59.5% | -32.9% |
| 3Y | +117.0% | -24.4% | +141.4% | +125.8% |
| 5Y | +93.2% | -29.2% | +122.4% | +106.5% |
| All | +220.6% | -10.2% | +230.8% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 10y: compounded portfolio wealth divided by compounded DOW 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…
10y analysis · Full analysis span regression · 6 months rolling