+1.3%
AXP vs BTSG
+154.4%
-153.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.3% |
| 7D | +0.6% | +5.7% | -5.2% | +0.1% |
| 30D | -4.3% | +0.2% | -4.6% | -4.4% |
| 3M | +4.7% | +5.6% | -0.9% | +3.2% |
| 6M | +9.0% | +50.8% | -41.8% | +1.0% |
| YTD | -11.1% | +67.0% | -78.2% | -19.2% |
| 1Y | +1.3% | +145.5% | -144.2% | -10.6% |
| All | +1.3% | +154.4% | -153.1% | -10.6% |
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