+403.0%
AXP vs BAX
-36.0%
+439.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.8% |
| 7D | -2.1% | +0.4% | -2.5% | -2.3% |
| 30D | +2.7% | +3.4% | -0.8% | +1.1% |
| 3M | -7.3% | -4.5% | -2.8% | -6.2% |
| 6M | +1.8% | +44.0% | -42.2% | -11.6% |
| YTD | -13.1% | +34.9% | -47.9% | -23.8% |
| 1Y | -13.7% | +37.9% | -51.6% | -25.1% |
| 3Y | +113.1% | -17.1% | +130.2% | +112.7% |
| 5Y | +85.9% | -64.3% | +150.2% | +168.9% |
| All | +403.0% | -36.0% | +439.0% | +517.5% |
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