+469.1%
AXP vs BP
+123.0%
+346.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.4% |
| 7D | -2.1% | +3.9% | -6.1% | -4.0% |
| 30D | -6.5% | +7.6% | -14.2% | -10.1% |
| 3M | +4.6% | +0.7% | +3.9% | +3.0% |
| 6M | +5.4% | +15.5% | -10.1% | -4.5% |
| YTD | -11.1% | +30.8% | -41.9% | -25.3% |
| 1Y | -0.3% | +34.3% | -34.6% | -17.8% |
| 3Y | +111.6% | +35.1% | +76.5% | +69.1% |
| 5Y | +117.6% | +126.8% | -9.3% | +22.0% |
| All | +469.1% | +123.0% | +346.1% | +199.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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