+86.1%
AXP vs DG
-35.8%
+122.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -0.1% | +0.3% | -0.4% | -0.1% |
| 30D | +4.4% | +3.2% | +1.2% | +4.2% |
| 3M | -6.4% | +10.4% | -16.8% | -7.2% |
| 6M | +4.2% | +33.2% | -29.0% | +1.8% |
| YTD | -12.4% | +3.0% | -15.3% | -13.1% |
| 1Y | -11.1% | +31.2% | -42.3% | -13.4% |
| 3Y | +114.9% | +21.8% | +93.0% | +107.7% |
| All | +86.1% | -35.8% | +122.0% | +99.6% |
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