+6,610.0%
AXP vs BTI
+6,053.3%
+556.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | -2.1% | -1.4% | -0.7% | -1.7% |
| 30D | -6.5% | -6.6% | +0.1% | -4.7% |
| 3M | +4.6% | -3.0% | +7.6% | +5.1% |
| 6M | +5.4% | -6.7% | +12.1% | +6.8% |
| YTD | -11.1% | +0.6% | -11.7% | -12.2% |
| 1Y | -0.3% | +5.6% | -5.9% | -3.1% |
| 3Y | +111.6% | +110.3% | +1.3% | +63.8% |
| 5Y | +117.6% | +114.3% | +3.3% | +66.9% |
| 10Y | +474.1% | +67.7% | +406.5% | +360.1% |
| All | +6,610.0% | +6,053.3% | +556.7% | +2,275.3% |
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