+102.6%
AXP vs BTDR
-29.7%
+132.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.7% | -9.8% | -0.6% |
| 7D | -2.9% | +7.7% | -10.5% | -3.4% |
| 30D | +3.7% | -24.1% | +27.8% | +4.9% |
| 3M | -4.9% | -19.1% | +14.2% | -4.5% |
| 6M | +4.1% | -46.6% | +50.7% | +5.9% |
| YTD | -11.7% | -37.3% | +25.6% | -11.7% |
| 1Y | -11.7% | -53.2% | +41.5% | -10.6% |
| 3Y | +116.5% | +77.1% | +39.4% | +99.5% |
| 5Y | +89.5% | -29.7% | +119.2% | +75.8% |
| All | +102.6% | -29.7% | +132.3% | +87.2% |
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