+455.5%
AXP vs BURL
+258.4%
+197.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.7% | -1.3% |
| 7D | +0.4% | +3.5% | -3.1% | -0.8% |
| 30D | +7.0% | -9.3% | +16.3% | +10.3% |
| 3M | -6.6% | -32.1% | +25.5% | +5.3% |
| 6M | +3.5% | -19.8% | +23.3% | +9.3% |
| YTD | -11.2% | -13.2% | +2.0% | -9.2% |
| 1Y | -10.2% | -7.8% | -2.3% | -10.7% |
| 3Y | +120.0% | +89.3% | +30.7% | +61.3% |
| 5Y | +95.6% | -15.8% | +111.4% | +84.0% |
| All | +455.5% | +258.4% | +197.1% | +265.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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