+2,566.3%
DELL vs AXP
+435.0%
+2,131.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.2% | -3.3% |
| 7D | -18.1% | -0.6% | -17.5% | -17.8% |
| 30D | -42.9% | +5.0% | -47.8% | -44.4% |
| 3M | -26.9% | -4.2% | -22.6% | -25.3% |
| 6M | +28.8% | +2.9% | +25.8% | +26.2% |
| YTD | +168.4% | -11.6% | +180.0% | +181.9% |
| 1Y | +136.8% | -11.1% | +147.9% | +148.1% |
| 3Y | +375.3% | +116.7% | +258.6% | +215.9% |
| 5Y | +551.0% | +89.6% | +461.4% | +351.5% |
| 10Y | +2,566.3% | +428.4% | +2,137.9% | +1,140.8% |
| All | +2,566.3% | +435.0% | +2,131.3% | +1,140.8% |
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