-6.7%
AXP vs BR
-14.2%
+7.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +1.6% |
| 7D | +4.6% | +7.0% | -2.4% | +3.4% |
| 30D | +9.7% | +19.0% | -9.3% | +6.6% |
| 3M | -3.8% | +13.1% | -16.9% | -5.8% |
| 6M | +4.8% | +24.6% | -19.8% | +0.7% |
| YTD | -9.1% | -13.6% | +4.5% | -2.7% |
| 1Y | -6.7% | -13.1% | +6.4% | +0.2% |
| All | -6.7% | -14.2% | +7.5% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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