+116.7%
AXP vs BLDR
-48.6%
+165.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.7% |
| 7D | -0.6% | -1.1% | +0.4% | -0.5% |
| 30D | +5.0% | +19.1% | -14.1% | +0.7% |
| 3M | -4.2% | -12.6% | +8.3% | -2.1% |
| 6M | +2.9% | -18.7% | +21.6% | +6.0% |
| YTD | -11.6% | -38.8% | +27.3% | -3.6% |
| 1Y | -11.1% | -41.2% | +30.1% | -2.3% |
| 3Y | +116.7% | -49.4% | +166.1% | +148.6% |
| All | +116.7% | -48.6% | +165.4% | +148.6% |
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