+111.1%
AXP vs BROS
+63.0%
+48.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -2.1% | -6.7% | +4.6% | -1.1% |
| 30D | -6.5% | -29.1% | +22.5% | -1.8% |
| 3M | +4.6% | -16.7% | +21.3% | +6.8% |
| 6M | +5.4% | -11.6% | +17.0% | +6.0% |
| YTD | -11.1% | -23.9% | +12.8% | -8.7% |
| 1Y | -0.3% | -34.8% | +34.5% | +4.3% |
| All | +111.1% | +63.0% | +48.0% | +94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling