+1,116.4%
AXP vs BLK
+14,636.5%
-13,520.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | -0.7% |
| 7D | -1.1% | +4.1% | -5.2% | -3.4% |
| 30D | +5.2% | +12.2% | -7.0% | -1.6% |
| 3M | -4.6% | +7.4% | -12.0% | -8.6% |
| 6M | +3.2% | +13.2% | -10.0% | -4.5% |
| YTD | -11.3% | +15.4% | -26.7% | -19.2% |
| 1Y | -11.0% | +14.6% | -25.7% | -18.6% |
| 3Y | +120.2% | +99.2% | +20.9% | +47.3% |
| 5Y | +91.7% | +41.9% | +49.9% | +53.5% |
| 10Y | +440.3% | +326.3% | +114.1% | +137.1% |
| All | +1,116.4% | +14,636.5% | -13,520.1% | +82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling