+105.0%
AXP vs BURL
-10.9%
+115.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.7% | -5.5% | +0.3% |
| 7D | +4.6% | +10.4% | -5.8% | +2.1% |
| 30D | +9.7% | -4.9% | +14.7% | +10.9% |
| 3M | -3.8% | -29.8% | +26.0% | +4.3% |
| 6M | +4.8% | -16.5% | +21.3% | +8.1% |
| YTD | -9.1% | -10.5% | +1.5% | -8.2% |
| 1Y | -6.7% | -5.3% | -1.4% | -7.6% |
| 3Y | +125.2% | +95.1% | +30.1% | +81.3% |
| 5Y | +105.0% | -12.1% | +117.0% | +92.0% |
| All | +105.0% | -10.9% | +115.9% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling