-6.7%
AXP vs BROS
-18.6%
+11.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +2.0% |
| 7D | +4.6% | +2.5% | +2.1% | +4.2% |
| 30D | +9.7% | +15.1% | -5.3% | +7.0% |
| 3M | -3.8% | -31.4% | +27.6% | +2.0% |
| 6M | +4.8% | -22.6% | +27.4% | +7.5% |
| YTD | -9.1% | -28.1% | +19.1% | -6.0% |
| 1Y | -6.7% | -20.3% | +13.6% | -6.8% |
| All | -6.7% | -18.6% | +11.9% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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