+403.0%
AXP vs BP
+141.7%
+261.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.1% |
| 7D | -2.1% | +2.5% | -4.6% | -3.3% |
| 30D | +2.7% | -5.6% | +8.2% | +5.0% |
| 3M | -7.3% | +8.0% | -15.3% | -11.6% |
| 6M | +1.8% | +5.7% | -3.9% | -3.1% |
| YTD | -13.1% | +36.8% | -49.9% | -29.1% |
| 1Y | -13.7% | +30.7% | -44.4% | -28.1% |
| 3Y | +113.1% | +51.6% | +61.5% | +59.5% |
| 5Y | +85.9% | +112.2% | -26.3% | +8.6% |
| All | +403.0% | +141.7% | +261.2% | +158.2% |
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