+117.0%
AXP vs BLDR
-50.4%
+167.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.3% |
| 7D | +0.6% | -3.7% | +4.2% | +1.3% |
| 30D | +5.8% | +16.8% | -11.0% | +2.0% |
| 3M | -6.0% | -13.7% | +7.7% | -3.6% |
| 6M | +0.3% | -21.9% | +22.2% | +4.3% |
| YTD | -12.3% | -39.2% | +27.0% | -4.1% |
| 1Y | -11.2% | -42.6% | +31.4% | -1.8% |
| 3Y | +117.0% | -50.2% | +167.2% | +146.9% |
| All | +117.0% | -50.4% | +167.5% | +146.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling