+448.7%
AXP vs DVA
+221.4%
+227.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.7% |
| 7D | +0.6% | +2.1% | -1.5% | 0.0% |
| 30D | +5.8% | +8.2% | -2.4% | +3.4% |
| 3M | -6.0% | +5.9% | -11.9% | -7.8% |
| 6M | +0.3% | -1.3% | +1.6% | -0.7% |
| YTD | -12.3% | +68.4% | -80.7% | -27.2% |
| 1Y | -11.2% | +57.5% | -68.7% | -24.8% |
| 3Y | +117.0% | +142.3% | -25.3% | +54.5% |
| 5Y | +93.2% | +75.0% | +18.2% | +46.3% |
| All | +448.7% | +221.4% | +227.3% | +214.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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