+117.0%
AXP vs DG
-35.0%
+152.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.2% |
| 7D | -2.1% | +8.4% | -10.5% | -2.7% |
| 30D | -6.5% | +4.9% | -11.5% | -6.9% |
| 3M | +4.6% | +29.3% | -24.7% | +2.6% |
| 6M | +5.4% | -11.3% | +16.7% | +5.9% |
| YTD | -11.1% | +1.8% | -12.9% | -11.7% |
| 1Y | -0.3% | +25.3% | -25.6% | -2.5% |
| 3Y | +111.6% | +9.1% | +102.5% | +108.8% |
| All | +117.0% | -35.0% | +152.0% | +137.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling