+926.0%
AXP vs BTG
+392.0%
+534.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.3% |
| 3M | +4.6% | +23.1% | -18.5% | +3.2% |
| 6M | +5.4% | +3.5% | +2.0% | +4.7% |
| YTD | -11.1% | +25.5% | -36.6% | -12.9% |
| 1Y | -0.3% | +40.1% | -40.4% | -3.1% |
| 3Y | +111.6% | +101.1% | +10.5% | +99.7% |
| 5Y | +117.6% | +70.6% | +47.0% | +105.8% |
| 10Y | +474.1% | +152.1% | +322.0% | +419.3% |
| All | +926.0% | +392.0% | +534.0% | +674.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling