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  • AXP vs DRI✓SelectedUSD · DRIAXP vs DRI performance historyLatest closeAs of-1.11%09/04
Stock and ETF performance explorer

AXP vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,695.1%
DRI return
+7,577.6%
Excess return
-2,882.5%
Maximum drawdown
-83.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
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%-8.2%
3M+4.6%+13.0%-8.4%-1.1%
6M+5.4%+8.3%-2.9%+1.1%
YTD-11.1%+20.6%-31.7%-18.9%
1Y-0.3%+6.5%-6.8%-4.5%
3Y+111.6%+53.7%+57.9%+71.5%
5Y+117.6%+72.7%+44.9%+66.9%
10Y+474.1%+363.2%+111.0%+179.5%
All+4,695.1%+7,577.6%-2,882.5%+938.4%

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