+117.0%
AXP vs BTG
+78.1%
+39.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.4% |
| 7D | +0.6% | +17.4% | -16.8% | -0.4% |
| 30D | +5.8% | +8.0% | -2.2% | +5.3% |
| 3M | -6.0% | +32.5% | -38.5% | -7.7% |
| 6M | +0.3% | +21.6% | -21.3% | -1.3% |
| YTD | -12.3% | +21.2% | -33.5% | -14.0% |
| 1Y | -11.2% | +43.9% | -55.1% | -13.8% |
| 3Y | +117.0% | +78.6% | +38.4% | +103.4% |
| All | +117.0% | +78.1% | +39.0% | +103.4% |
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