+119.7%
AXP vs BP
+43.3%
+76.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -2.0% |
| 7D | +0.4% | -11.2% | +11.6% | +1.9% |
| 30D | +7.0% | -0.7% | +7.7% | +6.8% |
| 3M | -6.6% | +9.8% | -16.4% | -8.3% |
| 6M | +3.5% | -1.6% | +5.0% | +3.5% |
| YTD | -11.2% | +33.5% | -44.7% | -19.4% |
| 1Y | -10.2% | +31.7% | -41.9% | -18.3% |
| All | +119.7% | +43.3% | +76.4% | +91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling