-11.2%
AXP vs BROS
-40.0%
+28.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.8% |
| 7D | +0.6% | -21.2% | +21.8% | +4.2% |
| 30D | +5.8% | -11.6% | +17.4% | +7.4% |
| 3M | -6.0% | -36.7% | +30.7% | +0.9% |
| 6M | +0.3% | -42.8% | +43.1% | +8.0% |
| YTD | -12.3% | -44.8% | +32.6% | -5.5% |
| 1Y | -11.2% | -36.5% | +25.3% | -8.6% |
| All | -11.2% | -40.0% | +28.8% | -8.6% |
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