+111.1%
AXP vs BAX
-32.5%
+143.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.3% |
| 7D | -2.1% | -1.1% | -1.0% | -1.9% |
| 30D | -6.5% | -5.5% | -1.1% | -5.4% |
| 3M | +4.6% | +33.5% | -28.9% | -2.5% |
| 6M | +5.4% | +35.9% | -30.4% | -2.5% |
| YTD | -11.1% | +35.4% | -46.5% | -18.2% |
| 1Y | -0.3% | +9.8% | -10.1% | -4.3% |
| All | +111.1% | -32.5% | +143.5% | +117.8% |
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