+4,692.4%
AXP vs DRI
+8,061.0%
-3,368.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.4% | -1.9% |
| 7D | +0.4% | +3.7% | -3.3% | -1.1% |
| 30D | +7.0% | +13.5% | -6.4% | +1.5% |
| 3M | -6.6% | +10.4% | -17.0% | -10.8% |
| 6M | +3.5% | +19.5% | -16.0% | -4.8% |
| YTD | -11.2% | +28.2% | -39.4% | -21.2% |
| 1Y | -10.2% | +31.0% | -41.2% | -21.1% |
| 3Y | +120.0% | +67.1% | +53.0% | +71.9% |
| 5Y | +95.6% | +74.7% | +20.9% | +49.1% |
| 10Y | +468.1% | +376.2% | +92.0% | +172.5% |
| All | +4,692.4% | +8,061.0% | -3,368.6% | +908.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling