+117.0%
AXP vs DRI
+72.9%
+44.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -2.1% | +0.6% | -2.7% | -2.4% |
| 30D | -6.5% | +3.8% | -10.4% | -8.4% |
| 3M | +4.6% | +13.0% | -8.4% | -2.0% |
| 6M | +5.4% | +8.3% | -2.9% | +0.3% |
| YTD | -11.1% | +20.6% | -31.7% | -20.6% |
| 1Y | -0.3% | +6.5% | -6.8% | -5.3% |
| 3Y | +111.6% | +53.7% | +57.9% | +61.1% |
| All | +117.0% | +72.9% | +44.1% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling