+458.4%
AXP vs BKR
+126.6%
+331.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.7% | +6.3% | +2.4% |
| 7D | -2.8% | -6.7% | +3.9% | -0.1% |
| 30D | -5.9% | -8.3% | +2.4% | -2.6% |
| 3M | +2.6% | -5.4% | +8.0% | +4.2% |
| 6M | +6.4% | +0.8% | +5.6% | +4.0% |
| YTD | -12.6% | +31.8% | -44.5% | -24.4% |
| 1Y | +0.2% | +28.6% | -28.3% | -12.8% |
| 3Y | +110.9% | +71.2% | +39.7% | +58.3% |
| 5Y | +114.7% | +179.2% | -64.5% | +20.9% |
| All | +458.4% | +126.6% | +331.9% | +141.3% |
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