+114.9%
AXP vs BR
+14.9%
+99.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -0.1% | +1.1% | -1.2% | -0.5% |
| 30D | +4.4% | +14.4% | -9.9% | -0.8% |
| 3M | -6.4% | +12.4% | -18.8% | -10.7% |
| 6M | +4.2% | +35.4% | -31.3% | -8.6% |
| YTD | -12.4% | -12.2% | -0.2% | -5.0% |
| 1Y | -11.1% | -12.7% | +1.6% | -3.2% |
| 3Y | +114.9% | +14.3% | +100.6% | +93.4% |
| All | +114.9% | +14.9% | +99.9% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling