+111.8%
AXP vs BROS
+10.5%
+101.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.5% | -5.7% | -0.3% |
| 7D | -0.1% | +6.3% | -6.4% | -1.2% |
| 30D | +4.4% | -8.3% | +12.8% | +5.4% |
| 3M | -6.4% | -29.8% | +23.4% | -1.6% |
| 6M | +4.2% | -25.8% | +30.0% | +7.7% |
| YTD | -12.4% | -41.4% | +29.0% | -6.4% |
| 1Y | -11.1% | -35.2% | +24.1% | -6.7% |
| 3Y | +114.9% | +32.8% | +82.1% | +94.0% |
| 5Y | +87.4% | -42.2% | +129.6% | +76.9% |
| All | +111.8% | +10.5% | +101.4% | +101.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling