-10.9%
AXP vs BROS
-34.1%
+23.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.6% | -5.6% | -0.1% |
| 7D | -1.1% | -17.9% | +16.8% | +1.8% |
| 30D | +5.2% | -5.4% | +10.6% | +5.6% |
| 3M | -4.6% | -32.1% | +27.5% | +1.3% |
| 6M | +3.2% | -31.7% | +34.9% | +7.3% |
| YTD | -11.3% | -41.2% | +29.8% | -5.3% |
| All | -10.9% | -34.1% | +23.2% | -7.7% |
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 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