+440.3%
AXP vs BR
+266.7%
+173.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.5% |
| 7D | -1.1% | +4.4% | -5.5% | -3.6% |
| 30D | +5.2% | +16.3% | -11.0% | -3.6% |
| 3M | -4.6% | +16.2% | -20.8% | -13.0% |
| 6M | +3.2% | +30.3% | -27.1% | -13.0% |
| YTD | -11.3% | -12.2% | +0.9% | -6.0% |
| 1Y | -11.0% | -11.3% | +0.3% | -6.2% |
| 3Y | +120.2% | +15.2% | +104.9% | +93.8% |
| 5Y | +91.7% | +18.0% | +73.7% | +62.4% |
| 10Y | +440.3% | +268.7% | +171.7% | +165.5% |
| All | +440.3% | +266.7% | +173.7% | +165.5% |
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