+111.1%
AXP vs B
+198.7%
-87.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.9% |
| 7D | -2.1% | -1.6% | -0.5% | -2.0% |
| 30D | -6.5% | +9.4% | -16.0% | -7.3% |
| 3M | +4.6% | +5.0% | -0.3% | +3.9% |
| 6M | +5.4% | -3.5% | +9.0% | +5.1% |
| YTD | -11.1% | +4.5% | -15.6% | -12.3% |
| 1Y | -0.3% | +67.8% | -68.1% | -6.7% |
| All | +111.1% | +198.7% | -87.7% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling