+464.9%
AXP vs BX
+686.2%
-221.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.8% |
| 7D | +0.6% | -2.0% | +2.6% | +1.6% |
| 30D | -4.3% | -2.3% | -2.0% | -3.4% |
| 3M | +4.7% | +18.5% | -13.8% | -5.1% |
| 6M | +9.0% | +23.7% | -14.7% | -4.3% |
| YTD | -11.1% | -10.4% | -0.8% | -7.8% |
| 1Y | +1.3% | -19.6% | +20.8% | +10.9% |
| 3Y | +114.5% | +30.8% | +83.7% | +75.9% |
| 5Y | +118.0% | +24.3% | +93.7% | +69.8% |
| 10Y | +464.9% | +679.5% | -214.6% | +68.6% |
| All | +464.9% | +686.2% | -221.3% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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