+89.6%
AXP vs DRI
+74.0%
+15.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | +0.6% | +2.8% | -2.2% | -0.7% |
| 30D | +5.8% | +13.3% | -7.4% | -0.2% |
| 3M | -6.0% | +8.2% | -14.2% | -9.9% |
| 6M | +0.3% | +17.5% | -17.2% | -8.2% |
| YTD | -12.3% | +26.9% | -39.2% | -23.7% |
| 1Y | -11.2% | +31.6% | -42.8% | -24.4% |
| 3Y | +117.0% | +67.0% | +50.1% | +57.5% |
| All | +89.6% | +74.0% | +15.6% | +33.2% |
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