-13.7%
AXP vs BP
+30.8%
-44.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.3% |
| 7D | -2.1% | +2.5% | -4.6% | -1.7% |
| 30D | +2.7% | -5.6% | +8.2% | +1.6% |
| 3M | -7.3% | +8.0% | -15.3% | -5.6% |
| 6M | +1.8% | +5.7% | -3.9% | +3.6% |
| YTD | -13.1% | +36.8% | -49.9% | -10.4% |
| 1Y | -13.7% | +30.7% | -44.4% | -10.5% |
| All | -13.7% | +30.8% | -44.5% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling