-0.3%
AXP vs BAM
-8.8%
+8.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | -2.1% | -2.0% | -0.1% | -1.2% |
| 30D | -6.5% | -2.9% | -3.6% | -5.5% |
| 3M | +4.6% | +9.4% | -4.7% | -0.2% |
| 6M | +5.4% | +10.8% | -5.3% | -0.5% |
| YTD | -11.1% | -0.4% | -10.7% | -12.0% |
| 1Y | -0.3% | -10.9% | +10.6% | +2.6% |
| All | -0.3% | -8.8% | +8.5% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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