+116.5%
AXP vs DBX
+25.2%
+91.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.5% | -0.6% |
| 7D | -2.9% | -8.1% | +5.3% | -1.1% |
| 30D | +3.7% | -4.9% | +8.6% | +4.7% |
| 3M | -4.9% | -2.7% | -2.2% | -4.7% |
| 6M | +4.1% | +25.2% | -21.1% | -2.1% |
| YTD | -11.7% | +19.3% | -31.0% | -16.3% |
| 1Y | -11.7% | +6.6% | -18.3% | -13.7% |
| All | +116.5% | +25.2% | +91.4% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 3y: compounded portfolio wealth divided by compounded DBX 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…
3y analysis · Full analysis span regression · 6 months rolling