+424.9%
AXP vs DGX
+287.0%
+137.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.9% | +1.2% | -4.0% | -3.3% |
| 30D | +3.7% | +11.2% | -7.5% | -0.7% |
| 3M | -4.9% | +9.3% | -14.2% | -8.4% |
| 6M | +4.1% | +37.4% | -33.3% | -9.3% |
| YTD | -11.7% | +51.6% | -63.3% | -26.7% |
| 1Y | -11.7% | +39.3% | -51.0% | -24.0% |
| 3Y | +116.5% | +106.1% | +10.4% | +52.9% |
| 5Y | +89.5% | +92.2% | -2.7% | +34.8% |
| 10Y | +424.9% | +286.6% | +138.3% | +133.3% |
| All | +424.9% | +287.0% | +137.9% | +133.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling