+440.3%
AXP vs BG
+95.6%
+344.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.3% |
| 7D | -1.1% | +7.4% | -8.5% | -3.6% |
| 30D | +5.2% | -1.5% | +6.7% | +5.5% |
| 3M | -4.6% | -6.1% | +1.5% | -3.2% |
| 6M | +3.2% | -18.0% | +21.2% | +9.2% |
| YTD | -11.3% | +15.6% | -27.0% | -19.1% |
| 1Y | -11.0% | +9.6% | -20.6% | -17.1% |
| 3Y | +120.2% | +6.3% | +113.9% | +101.7% |
| 5Y | +91.7% | +24.6% | +67.2% | +57.0% |
| 10Y | +440.3% | +98.1% | +342.2% | +191.8% |
| All | +440.3% | +95.6% | +344.7% | +191.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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