+114.9%
AXP vs BTG
+82.1%
+32.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | -0.1% | -9.1% | +9.0% | +0.4% |
| 30D | +4.4% | -1.6% | +6.1% | +4.4% |
| 3M | -6.4% | -2.8% | -3.6% | -6.4% |
| 6M | +4.2% | -7.6% | +11.8% | +4.0% |
| YTD | -12.4% | +10.2% | -22.6% | -13.7% |
| 1Y | -11.1% | +21.3% | -32.4% | -12.9% |
| 3Y | +114.9% | +82.7% | +32.2% | +100.0% |
| All | +114.9% | +82.1% | +32.8% | +100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling