+407.0%
AXP vs BKR
+56.4%
+350.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.3% |
| 7D | -0.1% | +3.8% | -3.9% | -1.6% |
| 30D | +4.4% | -10.3% | +14.7% | +8.1% |
| 3M | -6.4% | -21.7% | +15.3% | +2.2% |
| 6M | +4.2% | -23.8% | +27.9% | +14.0% |
| YTD | -12.4% | +10.3% | -22.6% | -19.6% |
| 1Y | -11.1% | +5.7% | -16.8% | -17.0% |
| 3Y | +114.9% | +52.6% | +62.2% | +66.4% |
| 5Y | +87.4% | +127.1% | -39.7% | +13.2% |
| All | +407.0% | +56.4% | +350.6% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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