+448.7%
AXP vs BUD
-9.0%
+457.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -0.5% |
| 7D | +0.6% | +4.5% | -3.9% | -1.5% |
| 30D | +5.8% | +12.5% | -6.7% | -0.1% |
| 3M | -6.0% | 0.0% | -6.0% | -6.4% |
| 6M | +0.3% | +3.8% | -3.5% | -2.3% |
| YTD | -12.3% | +33.1% | -45.3% | -25.3% |
| 1Y | -11.2% | +35.5% | -46.8% | -25.2% |
| 3Y | +117.0% | +49.4% | +67.6% | +68.3% |
| 5Y | +93.2% | +48.0% | +45.1% | +47.7% |
| All | +448.7% | -9.0% | +457.7% | +307.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling