+119.7%
AXP vs DG
+23.1%
+96.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -2.2% |
| 7D | +0.4% | +6.1% | -5.7% | +0.2% |
| 30D | +7.0% | +11.9% | -4.9% | +6.7% |
| 3M | -6.6% | +9.3% | -15.8% | -6.8% |
| 6M | +3.5% | +19.1% | -15.7% | +3.0% |
| YTD | -11.2% | +5.9% | -17.1% | -11.8% |
| 1Y | -10.2% | +39.8% | -50.0% | -10.6% |
| All | +119.7% | +23.1% | +96.6% | +114.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling