+53.3%
DIA vs AXP
+91.7%
-38.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | -0.9% | +0.6% | -1.5% | -1.1% |
| 30D | +0.3% | +5.8% | -5.6% | -1.9% |
| 3M | -4.5% | -6.0% | +1.5% | -2.3% |
| 6M | +3.4% | +0.3% | +3.1% | +2.9% |
| YTD | +7.8% | -12.3% | +20.0% | +12.3% |
| 1Y | +10.7% | -11.2% | +22.0% | +14.8% |
| 3Y | +57.5% | +117.0% | -59.5% | +14.1% |
| All | +53.3% | +91.7% | -38.4% | +15.1% |
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