+64.3%
AXP vs BTSG
+459.6%
-395.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.6% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | +5.8% | +5.3% | +0.6% | +4.7% |
| 3M | -6.0% | +10.8% | -16.8% | -8.2% |
| 6M | +0.3% | +27.3% | -27.0% | -6.0% |
| YTD | -12.3% | +79.3% | -91.6% | -24.5% |
| 1Y | -11.2% | +106.0% | -117.2% | -26.2% |
| All | +64.3% | +459.6% | -395.3% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling