+425.5%
AXP vs BAX
-35.5%
+461.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.6% | +3.6% | -4.3% | -1.8% |
| 30D | +5.0% | +8.5% | -3.5% | +1.7% |
| 3M | -4.2% | -4.9% | +0.6% | -3.1% |
| 6M | +2.9% | +47.0% | -44.0% | -11.2% |
| YTD | -11.6% | +38.4% | -50.0% | -23.2% |
| 1Y | -11.1% | +49.1% | -60.2% | -24.9% |
| 3Y | +116.7% | -14.9% | +131.6% | +114.5% |
| 5Y | +89.6% | -63.1% | +152.7% | +170.2% |
| All | +425.5% | -35.5% | +461.0% | +570.0% |
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