-11.1%
AXP vs BKR
+5.7%
-16.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.8% |
| 7D | -0.1% | +3.8% | -3.9% | -0.1% |
| 30D | +4.4% | -10.3% | +14.7% | +4.3% |
| 3M | -6.4% | -21.7% | +15.3% | -6.2% |
| 6M | +4.2% | -23.8% | +27.9% | +5.4% |
| YTD | -12.4% | +10.3% | -22.6% | -22.1% |
| 1Y | -11.1% | +5.7% | -16.8% | -19.5% |
| All | -11.1% | +5.7% | -16.8% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling