+448.7%
AXP vs BAH
+220.7%
+228.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | 0.0% |
| 7D | +0.6% | -3.5% | +4.1% | +1.6% |
| 30D | +5.8% | +24.3% | -18.4% | -0.8% |
| 3M | -6.0% | +16.3% | -22.3% | -10.5% |
| 6M | +0.3% | +13.6% | -13.3% | -4.6% |
| YTD | -12.3% | +3.5% | -15.7% | -15.2% |
| 1Y | -11.2% | +2.7% | -13.9% | -14.2% |
| 3Y | +117.0% | -26.6% | +143.6% | +122.2% |
| 5Y | +93.2% | +8.5% | +84.6% | +64.3% |
| All | +448.7% | +220.7% | +228.0% | +239.6% |
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