+3,988.5%
AXP vs DVA
+5,406.5%
-1,418.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.9% |
| 7D | +0.6% | +2.1% | -1.5% | +0.2% |
| 30D | +5.8% | +8.2% | -2.4% | +4.1% |
| 3M | -6.0% | +5.9% | -11.9% | -7.3% |
| 6M | +0.3% | -1.3% | +1.6% | -0.3% |
| YTD | -12.3% | +68.4% | -80.7% | -22.3% |
| 1Y | -11.2% | +57.5% | -68.7% | -20.4% |
| 3Y | +117.0% | +142.3% | -25.3% | +76.6% |
| 5Y | +93.2% | +75.0% | +18.2% | +63.2% |
| 10Y | +461.2% | +226.4% | +234.8% | +316.8% |
| All | +3,988.5% | +5,406.5% | -1,418.0% | +2,083.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling