+440.3%
AXP vs BX
+700.3%
-260.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | -0.9% |
| 7D | -1.1% | +3.3% | -4.4% | -2.9% |
| 30D | +5.2% | +9.6% | -4.3% | -0.2% |
| 3M | -4.6% | -8.7% | +4.1% | -0.8% |
| 6M | +3.2% | +2.2% | +1.0% | +0.2% |
| YTD | -11.3% | -16.2% | +4.9% | -5.3% |
| 1Y | -11.0% | -11.5% | +0.5% | -7.8% |
| 3Y | +120.2% | +41.0% | +79.2% | +72.9% |
| 5Y | +91.7% | +1.1% | +90.6% | +69.3% |
| 10Y | +440.3% | +710.1% | -269.8% | +58.0% |
| All | +440.3% | +700.3% | -260.0% | +58.0% |
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