-11.1%
AXP vs BROS
-35.4%
+24.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.1% |
| 7D | -0.6% | -19.0% | +18.4% | +2.5% |
| 30D | +5.0% | -7.3% | +12.2% | +5.6% |
| 3M | -4.2% | -31.2% | +26.9% | +1.4% |
| 6M | +2.9% | -33.0% | +36.0% | +7.4% |
| YTD | -11.6% | -42.4% | +30.8% | -5.2% |
| 1Y | -11.1% | -37.7% | +26.7% | -7.6% |
| All | -11.1% | -35.4% | +24.3% | -7.6% |
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