+663.3%
AXP vs BR
+1,321.0%
-657.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | +1.0% |
| 7D | -2.1% | -5.3% | +3.2% | +1.2% |
| 30D | -6.5% | +6.4% | -13.0% | -10.4% |
| 3M | +4.6% | +13.6% | -9.0% | -4.6% |
| 6M | +5.4% | -6.7% | +12.1% | +7.8% |
| YTD | -11.1% | -21.1% | +10.0% | +0.4% |
| 1Y | -0.3% | -29.6% | +29.3% | +21.0% |
| 3Y | +111.6% | -2.4% | +114.0% | +105.6% |
| 5Y | +117.6% | +11.2% | +106.3% | +89.3% |
| 10Y | +474.1% | +191.8% | +282.3% | +156.5% |
| All | +663.3% | +1,321.0% | -657.7% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling