+115.4%
AXP vs BX
+40.3%
+75.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.6% |
| 7D | -2.1% | -4.4% | +2.3% | 0.0% |
| 30D | -6.5% | +0.1% | -6.6% | -6.8% |
| 3M | +4.6% | +16.0% | -11.4% | -3.5% |
| 6M | +5.4% | +21.6% | -16.2% | -5.7% |
| YTD | -11.1% | -8.9% | -2.2% | -8.2% |
| 1Y | -0.3% | -16.6% | +16.3% | +7.4% |
| All | +115.4% | +40.3% | +75.1% | +88.3% |
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