+3,012.7%
AXP vs DGX
+8,858.2%
-5,845.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -2.1% | -2.3% | +0.2% | -1.3% |
| 30D | -6.5% | +0.6% | -7.1% | -6.7% |
| 3M | +4.6% | +21.4% | -16.8% | -2.4% |
| 6M | +5.4% | +14.7% | -9.3% | +0.2% |
| YTD | -11.1% | +38.4% | -49.6% | -21.2% |
| 1Y | -0.3% | +34.0% | -34.3% | -10.7% |
| 3Y | +111.6% | +92.7% | +18.9% | +64.7% |
| 5Y | +117.6% | +67.7% | +49.9% | +75.4% |
| 10Y | +474.1% | +248.0% | +226.1% | +252.8% |
| All | +3,012.7% | +8,858.2% | -5,845.6% | +691.3% |
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 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