+377.0%
DELL vs AXP
+117.6%
+259.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +4.4% |
| 7D | -22.6% | +0.6% | -23.2% | -22.9% |
| 30D | -43.2% | +5.8% | -49.0% | -45.3% |
| 3M | -24.8% | -6.0% | -18.8% | -22.1% |
| 6M | +38.0% | +0.3% | +37.7% | +36.6% |
| YTD | +163.7% | -12.3% | +176.0% | +182.9% |
| 1Y | +122.5% | -11.2% | +133.8% | +136.7% |
| 3Y | +377.0% | +117.0% | +259.9% | +210.2% |
| All | +377.0% | +117.6% | +259.4% | +210.2% |
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