+117.0%
AXP vs DOW
-37.6%
+154.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.2% |
| 7D | -2.1% | -2.4% | +0.3% | -1.4% |
| 30D | -6.5% | +0.4% | -6.9% | -6.9% |
| 3M | +4.6% | -14.4% | +19.0% | +9.2% |
| 6M | +5.4% | -7.0% | +12.4% | +4.2% |
| YTD | -11.1% | +30.2% | -41.3% | -24.7% |
| 1Y | -0.3% | +29.2% | -29.5% | -16.3% |
| 3Y | +111.6% | -36.7% | +148.3% | +147.8% |
| All | +117.0% | -37.6% | +154.6% | +151.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling