+103.3%
AXP vs BTDR
-33.9%
+137.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.9% | -8.9% | +0.5% |
| 7D | -1.1% | +7.1% | -8.3% | -1.7% |
| 30D | +5.2% | -31.4% | +36.6% | +7.0% |
| 3M | -4.6% | -39.2% | +34.7% | -2.7% |
| 6M | +3.2% | -50.9% | +54.1% | +5.6% |
| YTD | -11.3% | -41.0% | +29.7% | -11.0% |
| 1Y | -11.0% | -69.9% | +58.9% | -7.8% |
| 3Y | +120.2% | +87.3% | +32.9% | +103.2% |
| 5Y | +91.7% | -33.6% | +125.4% | +78.6% |
| All | +103.3% | -33.9% | +137.2% | +88.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling