+114.5%
AXP vs BKR
+82.1%
+32.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | -4.3% | +3.9% | -8.2% | -5.5% |
| 3M | +4.7% | -1.1% | +5.8% | +4.9% |
| 6M | +9.0% | +7.6% | +1.4% | +4.9% |
| YTD | -11.1% | +41.9% | -53.0% | -24.2% |
| 1Y | +1.3% | +42.2% | -41.0% | -14.2% |
| 3Y | +114.5% | +84.3% | +30.2% | +60.2% |
| All | +114.5% | +82.1% | +32.4% | +60.2% |
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