-10.9%
AXP vs BAX
+47.2%
-58.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.5% |
| 7D | -1.1% | +9.0% | -10.2% | -3.1% |
| 30D | +5.2% | +8.5% | -3.2% | +3.0% |
| 3M | -4.6% | -4.1% | -0.5% | -3.8% |
| 6M | +3.2% | +46.9% | -43.7% | -7.2% |
| YTD | -11.3% | +38.4% | -49.7% | -21.2% |
| All | -10.9% | +47.2% | -58.0% | -23.4% |
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 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