+120.2%
AXP vs DGX
+106.2%
+13.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.5% | +0.7% |
| 7D | -1.1% | +3.5% | -4.7% | -1.8% |
| 30D | +5.2% | +12.4% | -7.2% | +2.7% |
| 3M | -4.6% | +9.3% | -13.9% | -6.4% |
| 6M | +3.2% | +39.7% | -36.4% | -3.8% |
| YTD | -11.3% | +52.2% | -63.5% | -19.2% |
| 1Y | -11.0% | +47.1% | -58.1% | -18.2% |
| 3Y | +120.2% | +108.8% | +11.4% | +82.8% |
| All | +120.2% | +106.2% | +13.9% | +82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling