+101.1%
AXP vs BTDR
+23.3%
+77.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -1.2% |
| 7D | -2.5% | +14.8% | -17.3% | -3.3% |
| 30D | -5.0% | +41.8% | -46.8% | -7.1% |
| 3M | +1.4% | -29.2% | +30.5% | +2.5% |
| 6M | +6.0% | +66.2% | -60.2% | +1.4% |
| YTD | -12.3% | +10.0% | -22.3% | -14.6% |
| 1Y | +0.3% | -11.0% | +11.3% | -2.5% |
| 3Y | +111.7% | +6.9% | +104.7% | +92.9% |
| 5Y | +114.5% | +24.7% | +89.9% | +94.2% |
| All | +101.1% | +23.3% | +77.8% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded BTDR 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling