+235.3%
DIA vs AXP
+414.5%
-179.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.3% |
| 7D | +1.6% | -2.1% | +3.7% | +2.5% |
| 30D | +1.2% | +2.7% | -1.4% | +0.1% |
| 3M | -2.4% | -7.3% | +4.9% | +0.7% |
| 6M | +5.7% | +1.8% | +3.9% | +4.4% |
| YTD | +9.9% | -13.1% | +23.0% | +15.6% |
| 1Y | +9.8% | -13.7% | +23.5% | +15.7% |
| 3Y | +59.8% | +113.1% | -53.3% | +10.5% |
| 5Y | +57.7% | +85.9% | -28.3% | +12.4% |
| All | +235.3% | +414.5% | -179.3% | +48.3% |
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