+2,996.4%
AXP vs DGX
+9,699.2%
-6,702.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -0.6% | +4.6% | -5.2% | -2.1% |
| 30D | +5.0% | +11.9% | -6.9% | +1.0% |
| 3M | -4.2% | +9.2% | -13.4% | -7.1% |
| 6M | +2.9% | +39.0% | -36.0% | -8.4% |
| YTD | -11.6% | +51.4% | -63.0% | -24.0% |
| 1Y | -11.1% | +42.6% | -53.7% | -22.0% |
| 3Y | +116.7% | +105.9% | +10.8% | +65.1% |
| 5Y | +89.6% | +96.6% | -7.0% | +44.8% |
| 10Y | +428.4% | +286.0% | +142.4% | +213.5% |
| All | +2,996.4% | +9,699.2% | -6,702.7% | +662.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling