+114.5%
AXP vs BRO
+17.6%
+97.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.4% |
| 7D | -2.5% | -7.6% | +5.2% | +0.5% |
| 30D | -5.0% | -6.9% | +1.8% | -2.5% |
| 3M | +1.4% | +12.8% | -11.5% | -4.4% |
| 6M | +6.0% | -5.9% | +11.9% | +7.5% |
| YTD | -12.3% | -15.9% | +3.6% | -6.9% |
| 1Y | +0.3% | -28.1% | +28.4% | +14.0% |
| 3Y | +111.7% | -7.0% | +118.7% | +106.7% |
| 5Y | +114.5% | +18.0% | +96.5% | +74.7% |
| All | +114.5% | +17.6% | +97.0% | +74.7% |
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