+89.5%
AXP vs DOW
-27.6%
+117.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -1.1% |
| 7D | -2.9% | -0.5% | -2.4% | -2.7% |
| 30D | +3.7% | +15.7% | -12.0% | -1.0% |
| 3M | -4.9% | +5.3% | -10.2% | -6.9% |
| 6M | +4.1% | -14.2% | +18.3% | +8.4% |
| YTD | -11.7% | +43.9% | -55.6% | -27.8% |
| 1Y | -11.7% | +53.1% | -64.8% | -30.0% |
| 3Y | +116.5% | -21.8% | +138.3% | +129.9% |
| 5Y | +89.5% | -28.3% | +117.8% | +110.9% |
| All | +89.5% | -27.6% | +117.1% | +110.9% |
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