+421.7%
AXP vs BURL
+1,051.1%
-629.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.9% |
| 7D | -2.1% | -2.8% | +0.7% | -1.4% |
| 30D | -6.5% | -28.2% | +21.6% | +2.7% |
| 3M | +4.6% | -17.6% | +22.2% | +10.1% |
| 6M | +5.4% | -11.8% | +17.2% | +7.8% |
| YTD | -11.1% | -8.1% | -3.0% | -10.3% |
| 1Y | -0.3% | -12.0% | +11.7% | +1.0% |
| 3Y | +111.6% | +63.3% | +48.3% | +71.0% |
| 5Y | +117.6% | -10.8% | +128.4% | +102.1% |
| 10Y | +474.1% | +215.9% | +258.2% | +299.4% |
| All | +421.7% | +1,051.1% | -629.4% | +228.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling