+425.5%
AXP vs DGX
+286.6%
+138.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -0.6% | +4.6% | -5.2% | -2.4% |
| 30D | +5.0% | +11.9% | -6.9% | +0.2% |
| 3M | -4.2% | +9.2% | -13.4% | -7.7% |
| 6M | +2.9% | +39.0% | -36.0% | -10.7% |
| YTD | -11.6% | +51.4% | -63.0% | -26.5% |
| 1Y | -11.1% | +42.6% | -53.7% | -24.2% |
| 3Y | +116.7% | +105.9% | +10.8% | +53.2% |
| 5Y | +89.6% | +96.6% | -7.0% | +33.3% |
| All | +425.5% | +286.6% | +138.8% | +133.6% |
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