+34.2%
DIS vs AXP
+449.9%
-415.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.2% |
| 7D | +5.2% | +0.6% | +4.6% | +4.9% |
| 30D | +11.5% | +5.8% | +5.6% | +8.1% |
| 3M | +11.5% | -6.0% | +17.5% | +15.1% |
| 6M | +8.9% | +0.3% | +8.6% | +8.0% |
| YTD | +3.4% | -12.3% | +15.7% | +9.4% |
| 1Y | +7.2% | -11.2% | +18.4% | +12.6% |
| 3Y | +43.3% | +117.0% | -73.7% | -9.6% |
| 5Y | -31.4% | +93.2% | -124.6% | -55.0% |
| All | +34.2% | +449.9% | -415.7% | -45.2% |
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 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