+86.1%
AXP vs BX
-0.1%
+86.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.2% |
| 7D | -0.1% | +0.6% | -0.7% | -0.4% |
| 30D | +4.4% | +14.2% | -9.8% | -2.0% |
| 3M | -6.4% | -18.7% | +12.3% | +2.3% |
| 6M | +4.2% | +2.5% | +1.7% | +1.5% |
| YTD | -12.4% | -18.8% | +6.4% | -5.6% |
| 1Y | -11.1% | -10.3% | -0.8% | -8.7% |
| 3Y | +114.9% | +35.4% | +79.5% | +81.6% |
| All | +86.1% | -0.1% | +86.2% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling