+4,183.2%
DELL vs AXP
+471.5%
+3,711.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +2.1% |
| 7D | +14.9% | -2.1% | +17.0% | +16.3% |
| 30D | +13.3% | -6.5% | +19.8% | +17.4% |
| 3M | +24.4% | +4.6% | +19.7% | +21.2% |
| 6M | +258.0% | +5.4% | +252.6% | +247.3% |
| YTD | +320.2% | -11.1% | +331.3% | +341.1% |
| 1Y | +319.1% | -0.3% | +319.4% | +311.9% |
| 3Y | +706.5% | +111.6% | +595.0% | +445.7% |
| 5Y | +1,071.9% | +117.6% | +954.3% | +667.3% |
| All | +4,183.2% | +471.5% | +3,711.7% | +1,931.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling