+424.9%
AXP vs BAH
+211.3%
+213.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -2.9% | -1.6% | -1.3% | -2.4% |
| 30D | +3.7% | +18.0% | -14.3% | -1.3% |
| 3M | -4.9% | +11.4% | -16.3% | -8.2% |
| 6M | +4.1% | +17.7% | -13.6% | -2.1% |
| YTD | -11.7% | +5.4% | -17.0% | -15.1% |
| 1Y | -11.7% | +2.8% | -14.5% | -14.6% |
| 3Y | +116.5% | -26.7% | +143.1% | +122.3% |
| 5Y | +89.5% | +8.1% | +81.4% | +62.0% |
| 10Y | +424.9% | +202.5% | +222.4% | +229.9% |
| All | +424.9% | +211.3% | +213.6% | +229.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling