+41.5%
DRAM vs AXP
+9.3%
+32.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.4% | +6.5% |
| 7D | -18.2% | +0.6% | -18.8% | -17.9% |
| 30D | -34.5% | +5.8% | -40.4% | -35.2% |
| 3M | -23.6% | -6.0% | -17.6% | -21.7% |
| 6M | -19.3% | +0.3% | -19.6% | -17.2% |
| All | +41.5% | +9.3% | +32.2% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling