+117.0%
AXP vs BAM
+85.9%
+31.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.7% |
| 7D | +0.6% | +9.7% | -9.1% | -4.4% |
| 30D | +5.8% | +19.0% | -13.2% | -3.8% |
| 3M | -6.0% | +0.6% | -6.6% | -6.8% |
| 6M | +0.3% | +11.1% | -10.8% | -6.2% |
| YTD | -12.3% | +4.2% | -16.4% | -15.4% |
| 1Y | -11.2% | +3.3% | -14.6% | -14.2% |
| 3Y | +117.0% | +88.8% | +28.3% | +65.3% |
| All | +117.0% | +85.9% | +31.1% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling