+2,662.4%
DELL vs AXP
+418.6%
+2,243.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.8% | -8.0% | -7.6% |
| 7D | +4.9% | -0.1% | +5.0% | +4.9% |
| 30D | -32.1% | +4.4% | -36.5% | -33.8% |
| 3M | -30.2% | -6.4% | -23.8% | -28.0% |
| 6M | +41.7% | +4.2% | +37.6% | +38.0% |
| YTD | +176.6% | -12.4% | +188.9% | +191.6% |
| 1Y | +159.9% | -11.1% | +171.0% | +172.1% |
| 3Y | +388.0% | +114.9% | +273.1% | +225.5% |
| 5Y | +578.2% | +87.4% | +490.8% | +372.7% |
| All | +2,662.4% | +418.6% | +2,243.8% | +1,157.6% |
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