+113.2%
AXP vs BTDR
+54.4%
+58.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -12.8% | +11.2% | -0.7% |
| 7D | -2.1% | +15.4% | -17.6% | -3.2% |
| 30D | +2.7% | -33.4% | +36.1% | +5.0% |
| 3M | -7.3% | -32.0% | +24.8% | -5.8% |
| 6M | +1.8% | -52.2% | +54.0% | +4.7% |
| YTD | -13.1% | -45.3% | +32.3% | -12.4% |
| 1Y | -13.7% | -56.0% | +42.3% | -12.1% |
| All | +113.2% | +54.4% | +58.8% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling