+114.9%
AXP vs BG
+6.5%
+108.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.7% |
| 7D | -0.1% | +2.6% | -2.7% | -0.3% |
| 30D | +4.4% | -6.7% | +11.1% | +5.0% |
| 3M | -6.4% | -9.3% | +2.8% | -5.8% |
| 6M | +4.2% | -18.3% | +22.5% | +5.9% |
| YTD | -12.4% | +16.2% | -28.5% | -16.8% |
| 1Y | -11.1% | +7.6% | -18.7% | -14.4% |
| 3Y | +114.9% | +6.6% | +108.3% | +117.7% |
| All | +114.9% | +6.5% | +108.4% | +117.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling