+85.9%
AXP vs BTI
+151.5%
-65.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | -2.1% | -3.2% | +1.1% | -1.3% |
| 30D | +2.7% | +9.7% | -7.0% | +0.1% |
| 3M | -7.3% | +11.1% | -18.3% | -9.9% |
| 6M | +1.8% | -1.2% | +3.0% | +1.7% |
| YTD | -13.1% | +12.7% | -25.7% | -17.0% |
| 1Y | -13.7% | +15.8% | -29.5% | -18.4% |
| 3Y | +113.1% | +148.9% | -35.8% | +43.4% |
| 5Y | +85.9% | +151.9% | -66.0% | +11.7% |
| All | +85.9% | +151.5% | -65.6% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling