+465.4%
AXP vs BAX
-34.3%
+499.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.5% |
| 7D | -2.1% | -1.1% | -1.0% | -1.7% |
| 30D | -6.5% | -5.5% | -1.1% | -4.8% |
| 3M | +4.6% | +33.5% | -28.9% | -6.0% |
| 6M | +5.4% | +35.9% | -30.4% | -6.4% |
| YTD | -11.1% | +35.4% | -46.5% | -21.8% |
| 1Y | -0.3% | +9.8% | -10.1% | -6.2% |
| 3Y | +111.6% | -32.7% | +144.3% | +131.1% |
| 5Y | +117.6% | -65.6% | +183.1% | +219.9% |
| All | +465.4% | -34.3% | +499.7% | +584.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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