+1,156.0%
AXP vs BG
+928.0%
+228.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | +0.6% | +2.5% | -2.0% | -0.4% |
| 30D | +5.8% | -6.1% | +11.9% | +7.9% |
| 3M | -6.0% | -8.5% | +2.5% | -3.7% |
| 6M | +0.3% | -20.4% | +20.7% | +7.2% |
| YTD | -12.3% | +13.3% | -25.5% | -18.6% |
| 1Y | -11.2% | +7.3% | -18.5% | -16.0% |
| 3Y | +117.0% | +2.6% | +114.5% | +102.8% |
| 5Y | +93.2% | +22.0% | +71.2% | +64.4% |
| 10Y | +461.2% | +91.8% | +369.4% | +276.1% |
| All | +1,156.0% | +928.0% | +228.0% | +377.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling