-6.7%
AXP vs BTSG
+111.7%
-118.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | +4.6% | +17.4% | -12.8% | +3.3% |
| 30D | +9.7% | +12.6% | -2.8% | +8.7% |
| 3M | -3.8% | +11.2% | -15.0% | -4.7% |
| 6M | +4.8% | +30.4% | -25.6% | +0.2% |
| YTD | -9.1% | +86.4% | -95.5% | -19.6% |
| 1Y | -6.7% | +117.9% | -124.6% | -23.3% |
| All | -6.7% | +111.7% | -118.4% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling