+424.9%
AXP vs BX
+667.6%
-242.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -2.9% | -2.8% | 0.0% | -1.5% |
| 30D | +3.7% | +7.3% | -3.6% | -0.5% |
| 3M | -4.9% | -16.3% | +11.4% | +3.6% |
| 6M | +4.1% | +2.5% | +1.6% | +0.9% |
| YTD | -11.7% | -17.6% | +5.9% | -4.9% |
| 1Y | -11.7% | -12.4% | +0.6% | -8.1% |
| 3Y | +116.5% | +36.2% | +80.3% | +73.1% |
| 5Y | +89.5% | +3.0% | +86.5% | +65.3% |
| 10Y | +424.9% | +680.0% | -255.1% | +55.2% |
| All | +424.9% | +667.6% | -242.7% | +55.2% |
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