+407.0%
AXP vs BLK
+318.4%
+88.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.4% |
| 7D | -0.1% | +3.7% | -3.9% | -2.8% |
| 30D | +4.4% | +13.9% | -9.4% | -5.1% |
| 3M | -6.4% | +3.9% | -10.3% | -9.3% |
| 6M | +4.2% | +13.0% | -8.8% | -5.7% |
| YTD | -12.4% | +16.1% | -28.5% | -22.8% |
| 1Y | -11.1% | +16.8% | -27.9% | -22.1% |
| 3Y | +114.9% | +97.7% | +17.2% | +26.4% |
| 5Y | +87.4% | +42.1% | +45.3% | +38.2% |
| All | +407.0% | +318.4% | +88.6% | +67.0% |
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