+440.3%
AXP vs DTE
+138.9%
+301.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | -0.5% |
| 7D | -1.1% | +1.8% | -3.0% | -2.3% |
| 30D | +5.2% | +9.0% | -3.8% | -0.5% |
| 3M | -4.6% | -0.2% | -4.4% | -4.7% |
| 6M | +3.2% | +0.1% | +3.1% | +2.3% |
| YTD | -11.3% | +10.0% | -21.3% | -18.2% |
| 1Y | -11.0% | +4.7% | -15.7% | -15.2% |
| 3Y | +120.2% | +55.7% | +64.5% | +54.7% |
| 5Y | +91.7% | +45.1% | +46.6% | +37.4% |
| 10Y | +440.3% | +145.1% | +295.2% | +212.1% |
| All | +440.3% | +138.9% | +301.4% | +212.1% |
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