+474.6%
AXP vs BLK
+278.9%
+195.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +1.4% |
| 7D | +0.6% | -2.4% | +3.0% | +2.3% |
| 30D | -4.3% | -3.1% | -1.2% | -2.2% |
| 3M | +4.7% | +10.7% | -6.0% | -3.3% |
| 6M | +9.0% | +15.9% | -6.9% | -3.2% |
| YTD | -11.1% | +4.0% | -15.2% | -15.0% |
| 1Y | +1.3% | +1.3% | 0.0% | -1.4% |
| 3Y | +114.5% | +69.6% | +44.9% | +41.6% |
| 5Y | +118.0% | +33.8% | +84.3% | +67.9% |
| All | +474.6% | +278.9% | +195.7% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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