+86.1%
AXP vs DRI
+78.6%
+7.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -0.1% | +1.1% | -1.2% | -0.6% |
| 30D | +4.4% | +9.7% | -5.2% | 0.0% |
| 3M | -6.4% | +3.2% | -9.6% | -8.1% |
| 6M | +4.2% | +20.6% | -16.4% | -5.9% |
| YTD | -12.4% | +28.3% | -40.6% | -24.2% |
| 1Y | -11.1% | +34.5% | -45.6% | -25.2% |
| 3Y | +114.9% | +66.5% | +48.3% | +56.0% |
| All | +86.1% | +78.6% | +7.5% | +25.7% |
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