+407.0%
AXP vs DG
+105.2%
+301.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -0.1% | +0.3% | -0.4% | -0.2% |
| 30D | +4.4% | +3.2% | +1.2% | +3.9% |
| 3M | -6.4% | +10.4% | -16.8% | -7.9% |
| 6M | +4.2% | +33.2% | -29.0% | -0.2% |
| YTD | -12.4% | +3.0% | -15.3% | -13.4% |
| 1Y | -11.1% | +31.2% | -42.3% | -15.3% |
| 3Y | +114.9% | +21.8% | +93.0% | +100.8% |
| 5Y | +87.4% | -35.0% | +122.4% | +100.8% |
| All | +407.0% | +105.2% | +301.8% | +306.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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