+464.9%
AXP vs BR
+183.7%
+281.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.4% | +1.4% |
| 7D | +0.6% | -5.9% | +6.5% | +4.1% |
| 30D | -4.3% | +1.9% | -6.2% | -5.7% |
| 3M | +4.7% | +14.7% | -9.9% | -4.4% |
| 6M | +9.0% | -12.8% | +21.7% | +16.3% |
| YTD | -11.1% | -23.0% | +11.9% | +1.7% |
| 1Y | +1.3% | -31.7% | +33.0% | +24.8% |
| 3Y | +114.5% | -4.8% | +119.3% | +112.2% |
| 5Y | +118.0% | +7.8% | +110.2% | +94.3% |
| 10Y | +464.9% | +184.1% | +280.8% | +226.8% |
| All | +464.9% | +183.7% | +281.2% | +226.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling