+31.9%
DIS vs AXP
+418.6%
-386.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.2% |
| 7D | +1.9% | -0.1% | +2.0% | +2.0% |
| 30D | +9.2% | +4.4% | +4.7% | +6.6% |
| 3M | +13.5% | -6.4% | +19.9% | +17.4% |
| 6M | +14.3% | +4.2% | +10.1% | +11.0% |
| YTD | +5.4% | -12.4% | +17.7% | +11.6% |
| 1Y | +12.2% | -11.1% | +23.3% | +17.6% |
| 3Y | +37.2% | +114.9% | -77.7% | -13.0% |
| 5Y | -23.1% | +87.4% | -110.6% | -48.7% |
| All | +31.9% | +418.6% | -386.7% | -46.6% |
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 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