+448.7%
AXP vs BLDR
+568.9%
-120.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | +0.2% |
| 7D | +0.6% | -3.7% | +4.2% | +1.5% |
| 30D | +5.8% | +16.8% | -11.0% | 0.0% |
| 3M | -6.0% | -13.7% | +7.7% | -2.7% |
| 6M | +0.3% | -21.9% | +22.2% | +5.8% |
| YTD | -12.3% | -39.2% | +27.0% | -1.0% |
| 1Y | -11.2% | -42.6% | +31.4% | +1.9% |
| 3Y | +117.0% | -50.2% | +167.2% | +144.3% |
| 5Y | +93.2% | -7.0% | +100.2% | +62.4% |
| All | +448.7% | +568.9% | -120.2% | +121.5% |
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