+440.3%
AXP vs BTG
+148.3%
+292.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.2% | +0.7% |
| 7D | -1.1% | +19.1% | -20.2% | -2.2% |
| 30D | +5.2% | +8.2% | -3.0% | +4.7% |
| 3M | -4.6% | +13.3% | -17.9% | -5.4% |
| 6M | +3.2% | +8.1% | -4.9% | +2.2% |
| YTD | -11.3% | +27.5% | -38.9% | -13.4% |
| 1Y | -11.0% | +47.1% | -58.1% | -13.9% |
| 3Y | +120.2% | +105.8% | +14.4% | +105.6% |
| 5Y | +91.7% | +55.8% | +35.9% | +79.9% |
| 10Y | +440.3% | +161.8% | +278.5% | +417.9% |
| All | +440.3% | +148.3% | +292.1% | +417.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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