+89.6%
AXP vs DG
-34.7%
+124.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -1.0% |
| 7D | +0.6% | +1.1% | -0.5% | +0.5% |
| 30D | +5.8% | +9.5% | -3.7% | +5.0% |
| 3M | -6.0% | +5.5% | -11.5% | -6.5% |
| 6M | +0.3% | +16.1% | -15.8% | -1.1% |
| YTD | -12.3% | +2.7% | -14.9% | -13.0% |
| 1Y | -11.2% | +42.1% | -53.3% | -14.0% |
| 3Y | +117.0% | +19.3% | +97.8% | +110.5% |
| All | +89.6% | -34.7% | +124.2% | +105.5% |
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