+1,129.1%
DIA vs AXP
+1,879.9%
-750.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | -0.2% | -2.1% | +1.9% | +0.6% |
| 30D | -1.5% | -6.5% | +5.0% | +1.0% |
| 3M | +3.8% | +4.6% | -0.9% | +1.7% |
| 6M | +10.3% | +5.4% | +4.8% | +7.7% |
| YTD | +12.1% | -11.1% | +23.2% | +16.3% |
| 1Y | +18.6% | -0.3% | +18.9% | +17.5% |
| 3Y | +60.6% | +111.6% | -50.9% | +17.3% |
| 5Y | +64.4% | +117.6% | -53.2% | +15.8% |
| 10Y | +250.1% | +474.1% | -224.0% | +63.6% |
| All | +1,129.1% | +1,879.9% | -750.8% | +169.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling