+186.5%
AXP vs DT
+70.5%
+115.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -0.6% | -7.5% | +6.9% | +1.3% |
| 30D | +5.0% | -31.5% | +36.5% | +14.6% |
| 3M | -4.2% | -14.0% | +9.8% | -1.6% |
| 6M | +2.9% | +6.9% | -3.9% | -0.7% |
| YTD | -11.6% | +0.3% | -11.9% | -14.1% |
| 1Y | -11.1% | -6.9% | -4.2% | -11.9% |
| 3Y | +116.7% | -13.9% | +130.6% | +115.9% |
| 5Y | +89.6% | -39.9% | +129.5% | +97.1% |
| All | +186.5% | +70.5% | +115.9% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling