+6,524.1%
AXP vs BTI
+6,777.2%
-253.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.2% | -0.2% |
| 7D | +0.6% | -1.0% | +1.6% | +0.9% |
| 30D | +5.8% | +13.0% | -7.1% | +1.9% |
| 3M | -6.0% | +5.3% | -11.3% | -7.6% |
| 6M | +0.3% | +5.3% | -5.0% | -1.9% |
| YTD | -12.3% | +12.4% | -24.6% | -16.2% |
| 1Y | -11.2% | +18.9% | -30.2% | -16.8% |
| 3Y | +117.0% | +144.0% | -27.0% | +60.5% |
| 5Y | +93.2% | +156.3% | -63.1% | +40.3% |
| 10Y | +461.2% | +115.3% | +345.9% | +318.3% |
| All | +6,524.1% | +6,777.2% | -253.1% | +2,165.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling