+116.7%
AXP vs BKR
+47.7%
+69.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | 0.0% |
| 7D | -0.6% | -9.1% | +8.5% | +1.8% |
| 30D | +5.0% | -15.3% | +20.3% | +9.2% |
| 3M | -4.2% | -25.1% | +20.8% | +3.2% |
| 6M | +2.9% | -24.6% | +27.5% | +10.3% |
| YTD | -11.6% | +6.5% | -18.1% | -19.1% |
| 1Y | -11.1% | -0.6% | -10.5% | -16.3% |
| 3Y | +116.7% | +48.0% | +68.7% | +74.4% |
| All | +116.7% | +47.7% | +69.0% | +74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling