+117.0%
AXP vs DTE
+49.5%
+67.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | +5.8% | +6.2% | -0.3% | +4.5% |
| 3M | -6.0% | -2.6% | -3.4% | -5.5% |
| 6M | +0.3% | -3.5% | +3.8% | +0.9% |
| YTD | -12.3% | +7.4% | -19.6% | -15.0% |
| 1Y | -11.2% | +4.2% | -15.5% | -13.2% |
| 3Y | +117.0% | +51.7% | +65.3% | +91.7% |
| All | +117.0% | +49.5% | +67.5% | +91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling