+403.0%
AXP vs BG
+107.5%
+295.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -2.1% | +1.5% | -3.6% | -2.6% |
| 30D | +2.7% | -7.0% | +9.7% | +5.1% |
| 3M | -7.3% | -10.0% | +2.7% | -4.4% |
| 6M | +1.8% | -19.8% | +21.6% | +8.5% |
| YTD | -13.1% | +14.3% | -27.3% | -20.4% |
| 1Y | -13.7% | +6.5% | -20.2% | -18.7% |
| 3Y | +113.1% | +4.4% | +108.8% | +96.5% |
| 5Y | +85.9% | +20.2% | +65.7% | +54.5% |
| All | +403.0% | +107.5% | +295.5% | +168.6% |
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