+6,610.0%
AXP vs BRO
+27,561.0%
-20,951.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | -2.1% | -2.6% | +0.5% | -1.3% |
| 30D | -6.5% | +0.9% | -7.4% | -6.8% |
| 3M | +4.6% | +24.8% | -20.1% | -2.7% |
| 6M | +5.4% | -0.1% | +5.5% | +4.6% |
| YTD | -11.1% | -9.7% | -1.4% | -9.3% |
| 1Y | -0.3% | -24.5% | +24.2% | +7.1% |
| 3Y | +111.6% | -1.6% | +113.2% | +108.0% |
| 5Y | +117.6% | +25.6% | +92.0% | +97.8% |
| 10Y | +474.1% | +309.8% | +164.3% | +290.2% |
| All | +6,610.0% | +27,561.0% | -20,951.0% | +3,800.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling