+464.9%
AXP vs DTE
+138.6%
+326.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.6% |
| 7D | +0.6% | +0.9% | -0.3% | 0.0% |
| 30D | -4.3% | -1.9% | -2.5% | -3.3% |
| 3M | +4.7% | -3.3% | +8.0% | +6.5% |
| 6M | +9.0% | -7.1% | +16.1% | +13.2% |
| YTD | -11.1% | +8.1% | -19.2% | -16.9% |
| 1Y | +1.3% | +5.3% | -4.0% | -3.8% |
| 3Y | +114.5% | +48.2% | +66.3% | +56.4% |
| 5Y | +118.0% | +33.2% | +84.8% | +67.7% |
| 10Y | +464.9% | +137.5% | +327.4% | +219.2% |
| All | +464.9% | +138.6% | +326.3% | +219.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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