-13.7%
AXP vs BAX
+40.9%
-54.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.0% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | +2.7% | +3.4% | -0.8% | +1.6% |
| 3M | -7.3% | -4.5% | -2.8% | -6.4% |
| 6M | +1.8% | +44.0% | -42.2% | -8.1% |
| YTD | -13.1% | +34.9% | -47.9% | -22.3% |
| 1Y | -13.7% | +37.9% | -51.6% | -23.9% |
| All | -13.7% | +40.9% | -54.6% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling