+6,516.0%
AXP vs BRO
+27,829.4%
-21,313.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.2% |
| 7D | -0.1% | -0.3% | +0.1% | -0.1% |
| 30D | +4.4% | +11.3% | -6.8% | +0.9% |
| 3M | -6.4% | +0.7% | -7.1% | -7.0% |
| 6M | +4.2% | +32.9% | -28.8% | -5.3% |
| YTD | -12.4% | -8.8% | -3.5% | -11.2% |
| 1Y | -11.1% | -9.2% | -1.9% | -9.8% |
| 3Y | +114.9% | +0.1% | +114.8% | +109.6% |
| 5Y | +87.4% | +15.6% | +71.8% | +74.0% |
| 10Y | +420.8% | +300.2% | +120.6% | +254.8% |
| All | +6,516.0% | +27,829.4% | -21,313.4% | +3,722.1% |
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