+448.7%
AXP vs BAX
-36.8%
+485.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.4% |
| 7D | +0.6% | +12.1% | -11.5% | -3.3% |
| 30D | +5.8% | +7.6% | -1.8% | +2.9% |
| 3M | -6.0% | -4.5% | -1.5% | -5.0% |
| 6M | +0.3% | +52.0% | -51.7% | -14.5% |
| YTD | -12.3% | +35.1% | -47.4% | -23.1% |
| 1Y | -11.2% | +43.7% | -55.0% | -24.0% |
| 3Y | +117.0% | -20.9% | +138.0% | +121.2% |
| 5Y | +93.2% | -63.5% | +156.7% | +175.0% |
| All | +448.7% | -36.8% | +485.5% | +613.0% |
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