+429.3%
DELL vs AXP
+116.9%
+312.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.1% | +11.9% | +11.8% |
| 7D | +0.4% | -2.9% | +3.2% | +2.3% |
| 30D | -35.1% | +3.7% | -38.8% | -36.7% |
| 3M | -15.1% | -4.9% | -10.2% | -12.7% |
| 6M | +51.7% | +4.1% | +47.7% | +46.8% |
| YTD | +200.0% | -11.7% | +211.7% | +220.6% |
| 1Y | +172.1% | -11.7% | +183.9% | +191.0% |
| All | +429.3% | +116.9% | +312.3% | +237.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling