+143.3%
DELL vs AXP
-6.4%
+149.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.2% | -11.0% | -9.3% |
| 7D | -24.6% | +4.6% | -29.2% | -25.4% |
| 30D | -32.5% | +9.7% | -42.2% | -34.2% |
| 3M | -20.2% | -3.8% | -16.4% | -19.4% |
| 6M | +76.5% | +4.8% | +71.7% | +73.6% |
| YTD | +198.9% | -9.1% | +208.0% | +213.2% |
| 1Y | +143.3% | -6.7% | +150.0% | +147.7% |
| All | +143.3% | -6.4% | +149.7% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 1y: compounded portfolio wealth divided by compounded AXP 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…
1y analysis · Full analysis span regression · 6 months rolling