+62.8%
AXP vs BTSG
+495.4%
-432.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | -2.1% | +8.5% | -10.6% | -3.5% |
| 30D | +2.7% | +14.0% | -11.4% | +0.1% |
| 3M | -7.3% | +19.7% | -27.0% | -10.6% |
| 6M | +1.8% | +28.7% | -27.0% | -4.6% |
| YTD | -13.1% | +90.8% | -103.8% | -26.0% |
| 1Y | -13.7% | +112.4% | -126.1% | -28.5% |
| All | +62.8% | +495.4% | -432.6% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling