+89.6%
AXP vs BTG
+47.1%
+42.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.5% |
| 7D | +0.6% | +17.4% | -16.8% | -1.0% |
| 30D | +5.8% | +8.0% | -2.2% | +4.9% |
| 3M | -6.0% | +32.5% | -38.5% | -9.0% |
| 6M | +0.3% | +21.6% | -21.3% | -2.4% |
| YTD | -12.3% | +21.2% | -33.5% | -15.4% |
| 1Y | -11.2% | +43.9% | -55.1% | -16.1% |
| 3Y | +117.0% | +78.6% | +38.4% | +92.7% |
| All | +89.6% | +47.1% | +42.4% | +78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling