+86.1%
AXP vs BRO
+15.5%
+70.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.1% |
| 7D | -0.1% | -0.3% | +0.1% | 0.0% |
| 30D | +4.4% | +11.3% | -6.8% | 0.0% |
| 3M | -6.4% | +0.7% | -7.1% | -7.1% |
| 6M | +4.2% | +32.9% | -28.8% | -8.3% |
| YTD | -12.4% | -8.8% | -3.5% | -10.1% |
| 1Y | -11.1% | -9.2% | -1.9% | -8.8% |
| 3Y | +114.9% | +0.1% | +114.8% | +103.8% |
| All | +86.1% | +15.5% | +70.7% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling