+440.3%
AXP vs BLDR
+602.6%
-162.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | -0.7% |
| 7D | -1.1% | -2.7% | +1.6% | -0.5% |
| 30D | +5.2% | +24.8% | -19.6% | -2.6% |
| 3M | -4.6% | -11.7% | +7.1% | -1.9% |
| 6M | +3.2% | -14.8% | +18.0% | +5.8% |
| YTD | -11.3% | -35.9% | +24.5% | -1.7% |
| 1Y | -11.0% | -39.7% | +28.7% | +0.5% |
| 3Y | +120.2% | -45.6% | +165.7% | +140.5% |
| 5Y | +91.7% | -2.5% | +94.3% | +58.8% |
| 10Y | +440.3% | +597.4% | -157.0% | +112.1% |
| All | +440.3% | +602.6% | -162.2% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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