+26.6%
BE vs AXP
-11.3%
+37.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +4.3% |
| 7D | -14.7% | +0.6% | -15.3% | -15.0% |
| 30D | -40.5% | +5.8% | -46.4% | -42.5% |
| 3M | -24.3% | -6.0% | -18.3% | -20.7% |
| 6M | -39.3% | +0.3% | -39.6% | -38.5% |
| YTD | +99.4% | -12.3% | +111.6% | +108.8% |
| 1Y | +26.6% | -11.2% | +37.8% | +34.4% |
| All | +26.6% | -11.3% | +37.9% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 1y: compounded portfolio wealth divided by compounded AXP 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…
1y analysis · Full analysis span regression · 6 months rolling