+187.2%
AXP vs DT
+72.4%
+114.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.7% |
| 7D | -1.1% | -20.2% | +19.1% | +4.2% |
| 30D | +5.2% | -30.8% | +36.0% | +14.6% |
| 3M | -4.6% | -10.2% | +5.6% | -3.0% |
| 6M | +3.2% | +8.0% | -4.8% | -0.8% |
| YTD | -11.3% | +1.5% | -12.8% | -14.1% |
| 1Y | -11.0% | -6.9% | -4.1% | -11.8% |
| 3Y | +120.2% | -10.9% | +131.1% | +117.4% |
| 5Y | +91.7% | -42.2% | +133.9% | +101.1% |
| All | +187.2% | +72.4% | +114.8% | +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