+103.9%
AXP vs BTDR
+23.8%
+80.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.1% | -1.3% |
| 7D | -2.1% | +20.0% | -22.1% | -3.2% |
| 30D | -6.5% | +11.9% | -18.5% | -7.4% |
| 3M | +4.6% | -36.9% | +41.6% | +6.4% |
| 6M | +5.4% | +56.5% | -51.1% | +1.2% |
| YTD | -11.1% | +10.4% | -21.6% | -13.4% |
| 1Y | -0.3% | +3.1% | -3.4% | -3.9% |
| 3Y | +111.6% | -2.6% | +114.2% | +92.9% |
| 5Y | +117.6% | +25.2% | +92.4% | +96.9% |
| All | +103.9% | +23.8% | +80.1% | +83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling