+86.1%
AXP vs DVA
+64.3%
+21.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -0.1% | -8.8% | +8.7% | +1.4% |
| 30D | +4.4% | -3.4% | +7.8% | +4.9% |
| 3M | -6.4% | -2.6% | -3.8% | -6.3% |
| 6M | +4.2% | -11.9% | +16.0% | +5.5% |
| YTD | -12.4% | +53.6% | -66.0% | -21.4% |
| 1Y | -11.1% | +41.9% | -53.0% | -18.9% |
| 3Y | +114.9% | +97.5% | +17.4% | +78.9% |
| All | +86.1% | +64.3% | +21.8% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling