-11.2%
AXP vs BTDR
-72.4%
+61.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +13.3% | -14.5% | -1.8% |
| 7D | +0.6% | -10.4% | +10.9% | +0.9% |
| 30D | +5.8% | -42.2% | +48.0% | +8.4% |
| 3M | -6.0% | -42.8% | +36.8% | -4.1% |
| 6M | +0.3% | -60.2% | +60.5% | +3.3% |
| YTD | -12.3% | -46.3% | +34.1% | -11.8% |
| 1Y | -11.2% | -71.7% | +60.4% | -8.0% |
| All | -11.2% | -72.4% | +61.2% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling