+407.0%
AXP vs DTE
+152.1%
+254.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -0.1% | +3.4% | -3.6% | -2.3% |
| 30D | +4.4% | +8.9% | -4.4% | -1.1% |
| 3M | -6.4% | +1.1% | -7.5% | -7.3% |
| 6M | +4.2% | +0.1% | +4.1% | +3.3% |
| YTD | -12.4% | +11.1% | -23.4% | -19.7% |
| 1Y | -11.1% | +4.9% | -16.1% | -15.4% |
| 3Y | +114.9% | +58.6% | +56.3% | +49.0% |
| 5Y | +87.4% | +47.3% | +40.1% | +32.9% |
| All | +407.0% | +152.1% | +254.9% | +189.3% |
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