+440.3%
AXP vs DVA
+212.5%
+227.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.1% | +1.8% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | +5.2% | +3.5% | +1.7% | +4.1% |
| 3M | -4.6% | +1.0% | -5.5% | -5.2% |
| 6M | +3.2% | -6.6% | +9.8% | +3.7% |
| YTD | -11.3% | +63.3% | -74.7% | -25.9% |
| 1Y | -11.0% | +50.0% | -61.0% | -23.6% |
| 3Y | +120.2% | +120.1% | +0.1% | +61.6% |
| 5Y | +91.7% | +73.7% | +18.0% | +45.1% |
| 10Y | +440.3% | +212.7% | +227.6% | +224.3% |
| All | +440.3% | +212.5% | +227.9% | +224.3% |
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