+89.6%
AXP vs DG
-31.9%
+121.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.3% |
| 7D | -0.6% | +5.2% | -5.8% | -1.1% |
| 30D | +5.0% | +7.9% | -3.0% | +4.3% |
| 3M | -4.2% | +12.7% | -17.0% | -5.2% |
| 6M | +2.9% | +22.4% | -19.5% | +1.1% |
| YTD | -11.6% | +5.4% | -17.0% | -12.5% |
| 1Y | -11.1% | +39.4% | -50.5% | -13.8% |
| 3Y | +116.7% | +24.1% | +92.6% | +109.2% |
| 5Y | +89.6% | -32.2% | +121.8% | +105.2% |
| All | +89.6% | -31.9% | +121.5% | +105.2% |
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