+114.9%
AXP vs BX
+35.3%
+79.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.1% |
| 7D | -0.1% | +0.6% | -0.7% | -0.4% |
| 30D | +4.4% | +14.2% | -9.8% | -2.4% |
| 3M | -6.4% | -18.7% | +12.3% | +2.9% |
| 6M | +4.2% | +2.5% | +1.7% | +1.2% |
| YTD | -12.4% | -18.8% | +6.4% | -4.6% |
| 1Y | -11.1% | -10.3% | -0.8% | -8.4% |
| 3Y | +114.9% | +35.4% | +79.5% | +84.2% |
| All | +114.9% | +35.3% | +79.5% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling