-11.2%
AXP vs DT
-8.7%
-2.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.2% |
| 7D | +0.6% | -24.7% | +25.3% | +3.7% |
| 30D | +5.8% | -27.4% | +33.2% | +9.5% |
| 3M | -6.0% | -11.1% | +5.1% | -5.6% |
| 6M | +0.3% | +13.7% | -13.4% | -3.1% |
| YTD | -12.3% | +0.2% | -12.5% | -14.9% |
| 1Y | -11.2% | -5.7% | -5.6% | -12.8% |
| All | -11.2% | -8.7% | -2.5% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling