+120.2%
AXP vs BAX
-17.7%
+137.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.9% |
| 6M | +3.2% | +46.9% | -43.7% | -6.6% |
| YTD | -11.3% | +38.4% | -49.7% | -19.3% |
| 1Y | -11.0% | +47.0% | -58.0% | -20.2% |
| 3Y | +120.2% | -14.9% | +135.1% | +114.6% |
| All | +120.2% | -17.7% | +137.9% | +114.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling