-10.2%
AXP vs B
+28.2%
-38.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.3% |
| 7D | +0.4% | +4.3% | -3.9% | -0.1% |
| 30D | +7.0% | -0.9% | +8.0% | +6.9% |
| 3M | -6.6% | -1.4% | -5.2% | -6.8% |
| 6M | +3.5% | +5.0% | -1.6% | +2.4% |
| YTD | -11.2% | -5.8% | -5.3% | -13.5% |
| 1Y | -10.2% | +25.6% | -35.8% | -14.6% |
| All | -10.2% | +28.2% | -38.3% | -14.6% |
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