-11.7%
AXP vs DRI
+36.0%
-47.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.9% | -0.7% | -2.1% | -2.7% |
| 30D | +3.7% | +14.7% | -11.0% | +1.2% |
| 3M | -4.9% | +5.4% | -10.3% | -5.9% |
| 6M | +4.1% | +18.8% | -14.8% | +0.2% |
| YTD | -11.7% | +28.4% | -40.0% | -18.7% |
| 1Y | -11.7% | +37.7% | -49.4% | -22.5% |
| All | -11.7% | +36.0% | -47.7% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling