+114.3%
AXP vs BROS
+10.8%
+103.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.6% | -5.6% | 0.0% |
| 7D | -1.1% | -17.9% | +16.8% | +1.6% |
| 30D | +5.2% | -5.4% | +10.6% | +5.6% |
| 3M | -4.6% | -32.1% | +27.5% | +0.9% |
| 6M | +3.2% | -31.7% | +34.9% | +8.2% |
| YTD | -11.3% | -41.2% | +29.8% | -5.4% |
| 1Y | -11.0% | -32.6% | +21.6% | -7.2% |
| 3Y | +120.2% | +32.7% | +87.5% | +98.8% |
| 5Y | +91.7% | -44.2% | +136.0% | +81.0% |
| All | +114.3% | +10.8% | +103.5% | +104.0% |
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