+6,606.2%
AXP vs BP
+1,356.5%
+5,249.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.4% |
| 7D | +0.4% | -11.2% | +11.6% | +5.7% |
| 30D | +7.0% | -0.7% | +7.7% | +6.8% |
| 3M | -6.6% | +9.8% | -16.4% | -11.4% |
| 6M | +3.5% | -1.6% | +5.0% | +2.0% |
| YTD | -11.2% | +33.5% | -44.7% | -25.2% |
| 1Y | -10.2% | +31.7% | -41.9% | -24.1% |
| 3Y | +120.0% | +45.1% | +74.9% | +73.9% |
| 5Y | +95.6% | +105.9% | -10.4% | +26.6% |
| 10Y | +468.1% | +134.4% | +333.7% | +230.3% |
| All | +6,606.2% | +1,356.5% | +5,249.7% | +2,132.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling