+86.1%
AXP vs DT
-37.8%
+123.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.1% | +3.1% | -3.3% | -0.9% |
| 30D | +4.4% | -29.5% | +34.0% | +13.3% |
| 3M | -6.4% | -11.7% | +5.3% | -4.5% |
| 6M | +4.2% | +29.0% | -24.8% | -4.6% |
| YTD | -12.4% | +3.4% | -15.7% | -15.6% |
| 1Y | -11.1% | -4.2% | -6.9% | -12.6% |
| 3Y | +114.9% | -12.8% | +127.7% | +113.4% |
| All | +86.1% | -37.8% | +123.9% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling