+6,610.0%
AXP vs BKR
+571.3%
+6,038.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -2.1% | +1.7% | -3.9% | -2.6% |
| 30D | -6.5% | +3.3% | -9.9% | -7.5% |
| 3M | +4.6% | -3.6% | +8.2% | +5.2% |
| 6M | +5.4% | +5.0% | +0.4% | +2.7% |
| YTD | -11.1% | +40.9% | -52.1% | -21.0% |
| 1Y | -0.3% | +39.2% | -39.5% | -11.3% |
| 3Y | +111.6% | +83.7% | +27.8% | +71.3% |
| 5Y | +117.6% | +207.5% | -90.0% | +46.5% |
| 10Y | +474.1% | +136.3% | +337.8% | +285.7% |
| All | +6,610.0% | +571.3% | +6,038.7% | +3,079.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling