+118.0%
AXP vs DGX
+66.8%
+51.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | -4.3% | -1.2% | -3.1% | -4.1% |
| 3M | +4.7% | +19.9% | -15.2% | -0.2% |
| 6M | +9.0% | +19.2% | -10.2% | +4.0% |
| YTD | -11.1% | +37.5% | -48.6% | -18.7% |
| 1Y | +1.3% | +31.3% | -30.0% | -6.3% |
| 3Y | +114.5% | +96.6% | +17.9% | +74.2% |
| 5Y | +118.0% | +64.3% | +53.8% | +78.0% |
| All | +118.0% | +66.8% | +51.2% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DGX 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling