+464.9%
AXP vs DVA
+178.6%
+286.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.6% |
| 7D | +0.6% | +2.2% | -1.6% | 0.0% |
| 30D | -4.3% | -2.0% | -2.3% | -3.9% |
| 3M | +4.7% | -6.3% | +11.0% | +5.6% |
| 6M | +9.0% | +19.4% | -10.5% | +1.7% |
| YTD | -11.1% | +58.5% | -69.6% | -24.6% |
| 1Y | +1.3% | +33.9% | -32.6% | -9.7% |
| 3Y | +114.5% | +88.4% | +26.0% | +65.1% |
| 5Y | +118.0% | +39.5% | +78.5% | +79.9% |
| 10Y | +464.9% | +179.5% | +285.4% | +256.9% |
| All | +464.9% | +178.6% | +286.4% | +256.9% |
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