+607.7%
AXP vs BX
+927.0%
-319.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.6% |
| 7D | -2.1% | -4.4% | +2.3% | -0.2% |
| 30D | -6.5% | +0.1% | -6.6% | -6.8% |
| 3M | +4.6% | +16.0% | -11.4% | -2.8% |
| 6M | +5.4% | +21.6% | -16.2% | -4.8% |
| YTD | -11.1% | -8.9% | -2.2% | -8.9% |
| 1Y | -0.3% | -16.6% | +16.3% | +6.0% |
| 3Y | +111.6% | +43.3% | +68.2% | +73.0% |
| 5Y | +117.6% | +25.7% | +91.9% | +78.3% |
| 10Y | +474.1% | +689.5% | -215.4% | +108.7% |
| All | +607.7% | +927.0% | -319.3% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling