+89.6%
AXP vs BP
+103.6%
-14.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +0.6% | -11.6% | +12.2% | +3.7% |
| 30D | +5.8% | 0.0% | +5.8% | +5.4% |
| 3M | -6.0% | +6.7% | -12.8% | -8.3% |
| 6M | +0.3% | +2.2% | -1.9% | -1.4% |
| YTD | -12.3% | +33.0% | -45.2% | -22.5% |
| 1Y | -11.2% | +30.7% | -42.0% | -21.3% |
| 3Y | +117.0% | +44.2% | +72.8% | +82.0% |
| All | +89.6% | +103.6% | -14.0% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling