-11.2%
AXP vs BAH
+2.0%
-13.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.8% |
| 7D | +0.6% | -3.5% | +4.1% | +0.9% |
| 30D | +5.8% | +24.3% | -18.4% | +3.8% |
| 3M | -6.0% | +16.3% | -22.3% | -7.3% |
| 6M | +0.3% | +13.6% | -13.3% | -0.5% |
| YTD | -12.3% | +3.5% | -15.7% | -13.6% |
| 1Y | -11.2% | +2.7% | -13.9% | -13.1% |
| All | -11.2% | +2.0% | -13.2% | -13.1% |
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