+113.7%
AXP vs BRKR
-39.7%
+153.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.3% |
| 7D | -0.5% | -8.7% | +8.2% | +1.5% |
| 30D | -5.6% | -9.9% | +4.2% | -3.7% |
| 3M | +2.2% | -3.1% | +5.3% | +1.3% |
| 6M | +6.7% | +45.5% | -38.8% | -5.5% |
| YTD | -11.5% | +13.7% | -25.2% | -17.2% |
| 1Y | -0.4% | +67.4% | -67.8% | -16.2% |
| 3Y | +113.0% | -13.2% | +126.2% | +100.7% |
| All | +113.7% | -39.7% | +153.5% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 5y: compounded portfolio wealth divided by compounded BRKR 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…
5y analysis · Full analysis span regression · 6 months rolling