-13.7%
AXP vs BAH
+3.0%
-16.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | -2.1% | -2.6% | +0.4% | -1.9% |
| 30D | +2.7% | +20.4% | -17.7% | +0.9% |
| 3M | -7.3% | +11.9% | -19.1% | -8.3% |
| 6M | +1.8% | +17.1% | -15.3% | +0.6% |
| YTD | -13.1% | +5.5% | -18.6% | -14.7% |
| 1Y | -13.7% | +5.6% | -19.3% | -16.4% |
| All | -13.7% | +3.0% | -16.7% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling