+1.3%
AXP vs BR
-30.9%
+32.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.4% | +0.4% |
| 7D | +0.6% | -5.9% | +6.5% | +1.6% |
| 30D | -4.3% | +1.9% | -6.2% | -4.7% |
| 3M | +4.7% | +14.7% | -9.9% | +1.7% |
| 6M | +9.0% | -12.8% | +21.7% | +10.9% |
| YTD | -11.1% | -23.0% | +11.9% | -1.7% |
| 1Y | +1.3% | -31.7% | +33.0% | +17.5% |
| All | +1.3% | -30.9% | +32.2% | +17.5% |
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 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