-41.1%
DIS vs AXP
+118.2%
-159.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.2% |
| 7D | -2.6% | -2.1% | -0.5% | -1.5% |
| 30D | +3.5% | -6.5% | +10.0% | +7.1% |
| 3M | +6.8% | +4.6% | +2.2% | +3.9% |
| 6M | +3.0% | +5.4% | -2.4% | -0.4% |
| YTD | -6.7% | -11.1% | +4.4% | -1.9% |
| 1Y | -10.1% | -0.3% | -9.8% | -11.5% |
| 3Y | +33.0% | +111.6% | -78.5% | -14.7% |
| All | -41.1% | +118.2% | -159.2% | -65.0% |
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