-31.2%
DIS vs AXP
+96.1%
-127.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.3% |
| 7D | +5.7% | +0.4% | +5.3% | +5.5% |
| 30D | +12.7% | +7.0% | +5.6% | +8.7% |
| 3M | +15.2% | -6.6% | +21.8% | +19.1% |
| 6M | +17.6% | +3.5% | +14.1% | +14.8% |
| YTD | +3.8% | -11.2% | +15.0% | +9.2% |
| 1Y | +6.8% | -10.2% | +16.9% | +11.4% |
| 3Y | +42.1% | +120.0% | -77.9% | -11.9% |
| 5Y | -31.2% | +95.6% | -126.7% | -55.7% |
| All | -31.2% | +96.1% | -127.3% | -55.7% |
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