+448.7%
AXP vs BTI
+115.4%
+333.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.2% | +0.1% |
| 7D | +0.6% | -1.0% | +1.6% | +1.0% |
| 30D | +5.8% | +13.0% | -7.1% | +0.9% |
| 3M | -6.0% | +5.3% | -11.3% | -8.1% |
| 6M | +0.3% | +5.3% | -5.0% | -2.7% |
| YTD | -12.3% | +12.4% | -24.6% | -17.6% |
| 1Y | -11.2% | +18.9% | -30.2% | -18.7% |
| 3Y | +117.0% | +144.0% | -27.0% | +40.2% |
| 5Y | +93.2% | +156.3% | -63.1% | +20.8% |
| All | +448.7% | +115.4% | +333.3% | +250.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 10y: compounded portfolio wealth divided by compounded BTI 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…
10y analysis · Full analysis span regression · 6 months rolling