+145.3%
DELL vs AXP
-11.2%
+156.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +5.1% |
| 7D | -11.8% | -1.1% | -10.7% | -11.5% |
| 30D | -40.8% | +5.2% | -46.1% | -41.7% |
| 3M | -23.6% | -4.6% | -19.0% | -22.5% |
| 6M | +33.4% | +3.2% | +30.1% | +32.0% |
| YTD | +178.0% | -11.3% | +189.4% | +194.4% |
| All | +145.3% | -11.2% | +156.5% | +158.5% |
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