-12.3%
AXP vs BTG
+27.6%
-40.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.1% |
| 7D | -2.9% | +1.4% | -4.2% | -3.0% |
| 30D | +3.7% | -1.1% | +4.9% | +3.6% |
| 3M | -4.9% | +2.5% | -7.4% | -5.3% |
| 6M | +4.1% | -3.1% | +7.1% | +3.1% |
| YTD | -11.7% | +16.3% | -28.0% | -15.0% |
| All | -12.3% | +27.6% | -40.0% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling