+428.4%
AXP vs BR
+271.1%
+157.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -0.6% | +5.0% | -5.6% | -3.4% |
| 30D | +5.0% | +16.6% | -11.7% | -4.1% |
| 3M | -4.2% | +12.0% | -16.2% | -10.7% |
| 6M | +2.9% | +30.7% | -27.8% | -13.4% |
| YTD | -11.6% | -11.9% | +0.4% | -6.4% |
| 1Y | -11.1% | -11.6% | +0.5% | -6.1% |
| 3Y | +116.7% | +15.0% | +101.7% | +90.9% |
| 5Y | +89.6% | +18.1% | +71.5% | +60.5% |
| 10Y | +428.4% | +278.6% | +149.7% | +152.1% |
| All | +428.4% | +271.1% | +157.3% | +152.1% |
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