-11.2%
AXP vs B
+25.9%
-37.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.3% |
| 7D | +0.6% | +9.6% | -9.0% | -0.3% |
| 30D | +5.8% | +3.5% | +2.3% | +5.4% |
| 3M | -6.0% | -1.6% | -4.4% | -6.2% |
| 6M | +0.3% | -1.7% | +2.0% | -0.3% |
| YTD | -12.3% | -5.3% | -6.9% | -14.6% |
| 1Y | -11.2% | +27.2% | -38.5% | -15.8% |
| All | -11.2% | +25.9% | -37.1% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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