+118.0%
AXP vs BLK
+33.5%
+84.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +1.3% |
| 7D | +0.6% | -2.4% | +3.0% | +2.2% |
| 30D | -4.3% | -3.1% | -1.2% | -2.4% |
| 3M | +4.7% | +10.7% | -6.0% | -2.9% |
| 6M | +9.0% | +15.9% | -6.9% | -2.6% |
| YTD | -11.1% | +4.0% | -15.2% | -14.7% |
| 1Y | +1.3% | +1.3% | 0.0% | -1.1% |
| 3Y | +114.5% | +69.6% | +44.9% | +45.4% |
| 5Y | +118.0% | +33.8% | +84.3% | +78.8% |
| All | +118.0% | +33.5% | +84.5% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling