+598.6%
AXP vs BX
+810.0%
-211.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.1% |
| 7D | +0.6% | +1.8% | -1.2% | -0.3% |
| 30D | +5.8% | +7.9% | -2.0% | +1.9% |
| 3M | -6.0% | -9.6% | +3.6% | -2.4% |
| 6M | +0.3% | -2.3% | +2.6% | -0.1% |
| YTD | -12.3% | -19.3% | +7.0% | -5.5% |
| 1Y | -11.2% | -13.2% | +2.0% | -7.6% |
| 3Y | +117.0% | +33.8% | +83.2% | +82.9% |
| 5Y | +93.2% | 0.0% | +93.2% | +75.5% |
| 10Y | +461.2% | +685.4% | -224.2% | +104.5% |
| All | +598.6% | +810.0% | -211.4% | +64.0% |
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 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