-11.1%
AXP vs BLK
+14.6%
-25.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | -0.1% | +3.7% | -3.9% | -2.0% |
| 30D | +4.4% | +13.9% | -9.4% | -2.5% |
| 3M | -6.4% | +3.9% | -10.3% | -8.5% |
| 6M | +4.2% | +13.0% | -8.8% | -2.8% |
| YTD | -12.4% | +16.1% | -28.5% | -19.6% |
| 1Y | -11.1% | +16.8% | -27.9% | -18.9% |
| All | -11.1% | +14.6% | -25.7% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling