+86.1%
AXP vs BP
+113.6%
-27.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | -0.1% | +3.8% | -3.9% | -1.1% |
| 30D | +4.4% | -5.3% | +9.7% | +5.7% |
| 3M | -6.4% | +9.3% | -15.7% | -9.2% |
| 6M | +4.2% | +7.2% | -3.1% | +1.0% |
| YTD | -12.4% | +38.0% | -50.4% | -23.4% |
| 1Y | -11.1% | +33.2% | -44.3% | -21.3% |
| 3Y | +114.9% | +50.3% | +64.6% | +78.1% |
| All | +86.1% | +113.6% | -27.5% | +21.6% |
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