+114.7%
AXP vs BROS
+6.4%
+108.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -21.4% | +19.1% | +1.2% |
| 7D | +0.4% | -21.4% | +21.8% | +4.0% |
| 30D | +7.0% | -11.5% | +18.5% | +8.6% |
| 3M | -6.6% | -47.4% | +40.8% | +2.6% |
| 6M | +3.5% | -39.5% | +43.0% | +10.6% |
| YTD | -11.2% | -43.5% | +32.4% | -4.5% |
| 1Y | -10.2% | -37.8% | +27.6% | -5.1% |
| 3Y | +120.0% | +30.5% | +89.5% | +99.3% |
| 5Y | +95.6% | -49.1% | +144.7% | +86.1% |
| All | +114.7% | +6.4% | +108.3% | +105.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling