+117.0%
AXP vs BTG
+72.3%
+44.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | -2.1% | -0.9% | -1.2% | -2.1% |
| 30D | -6.5% | +36.8% | -43.4% | -9.4% |
| 3M | +4.6% | +23.1% | -18.5% | +2.2% |
| 6M | +5.4% | +3.5% | +2.0% | +4.2% |
| YTD | -11.1% | +25.5% | -36.6% | -14.2% |
| 1Y | -0.3% | +40.1% | -40.4% | -5.9% |
| 3Y | +111.6% | +101.1% | +10.5% | +86.1% |
| All | +117.0% | +72.3% | +44.7% | +99.9% |
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 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