+0.2%
AXP vs BRO
-27.9%
+28.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -2.8% | -8.6% | +5.8% | -1.5% |
| 30D | -5.9% | -6.9% | +1.0% | -5.0% |
| 3M | +2.6% | +10.5% | -7.8% | +0.6% |
| 6M | +6.4% | -2.8% | +9.2% | +5.9% |
| YTD | -12.6% | -16.1% | +3.5% | -10.8% |
| 1Y | +0.2% | -27.6% | +27.8% | +5.0% |
| All | +0.2% | -27.9% | +28.1% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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