+1,119.6%
AXP vs BLK
+13,445.8%
-12,326.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | -2.1% | -3.6% | +1.5% | -0.1% |
| 30D | -6.5% | -1.0% | -5.5% | -6.1% |
| 3M | +4.6% | +10.4% | -5.7% | -1.5% |
| 6M | +5.4% | +8.2% | -2.7% | 0.0% |
| YTD | -11.1% | +6.0% | -17.2% | -14.9% |
| 1Y | -0.3% | +3.3% | -3.6% | -3.2% |
| 3Y | +111.6% | +70.3% | +41.3% | +54.9% |
| 5Y | +117.6% | +34.5% | +83.1% | +79.6% |
| 10Y | +474.1% | +281.9% | +192.2% | +168.0% |
| All | +1,119.6% | +13,445.8% | -12,326.2% | +91.9% |
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 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