+630.6%
DELL vs AXP
+87.1%
+543.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | +0.2% |
| 7D | +17.1% | -2.1% | +19.2% | +18.6% |
| 30D | -35.1% | +2.7% | -37.7% | -36.2% |
| 3M | -23.3% | -7.3% | -16.0% | -20.0% |
| 6M | +55.8% | +1.8% | +54.0% | +53.1% |
| YTD | +198.0% | -13.1% | +211.0% | +218.4% |
| 1Y | +166.6% | -13.7% | +180.3% | +186.4% |
| 3Y | +427.6% | +113.1% | +314.5% | +231.0% |
| 5Y | +630.6% | +85.9% | +544.7% | +374.6% |
| All | +630.6% | +87.1% | +543.5% | +374.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling