+440.3%
AXP vs BAX
-35.6%
+476.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.2% |
| 7D | -1.1% | +9.0% | -10.2% | -4.1% |
| 30D | +5.2% | +8.5% | -3.2% | +2.0% |
| 3M | -4.6% | -4.1% | -0.5% | -3.7% |
| 6M | +3.2% | +46.9% | -43.7% | -10.9% |
| YTD | -11.3% | +38.4% | -49.7% | -23.0% |
| 1Y | -11.0% | +47.0% | -58.0% | -24.5% |
| 3Y | +120.2% | -14.9% | +135.1% | +117.9% |
| 5Y | +91.7% | -62.5% | +154.2% | +170.7% |
| 10Y | +440.3% | -33.9% | +474.2% | +582.4% |
| All | +440.3% | -35.6% | +476.0% | +582.4% |
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