+1.3%
AXP vs BX
-18.3%
+19.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.6% |
| 7D | +0.6% | -2.0% | +2.6% | +1.3% |
| 30D | -4.3% | -2.3% | -2.0% | -3.7% |
| 3M | +4.7% | +18.5% | -13.8% | -2.6% |
| 6M | +9.0% | +23.7% | -14.7% | -0.6% |
| YTD | -11.1% | -10.4% | -0.8% | -7.8% |
| 1Y | +1.3% | -19.6% | +20.8% | +8.7% |
| All | +1.3% | -18.3% | +19.6% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling