+467.1%
AXP vs DGX
+244.3%
+222.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -2.5% | -2.2% | -0.3% | -1.6% |
| 30D | -5.0% | -0.9% | -4.1% | -4.7% |
| 3M | +1.4% | +15.6% | -14.2% | -4.9% |
| 6M | +6.0% | +17.8% | -11.8% | -1.5% |
| YTD | -12.3% | +37.5% | -49.8% | -24.1% |
| 1Y | +0.3% | +31.2% | -30.9% | -11.6% |
| 3Y | +111.7% | +96.6% | +15.1% | +51.8% |
| 5Y | +114.5% | +64.9% | +49.6% | +63.6% |
| 10Y | +467.1% | +254.6% | +212.5% | +160.9% |
| All | +467.1% | +244.3% | +222.8% | +160.9% |
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