+89.6%
AXP vs BAX
-63.7%
+153.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.4% |
| 7D | +0.6% | +12.1% | -11.5% | -2.3% |
| 30D | +5.8% | +7.6% | -1.8% | +3.7% |
| 3M | -6.0% | -4.5% | -1.5% | -5.2% |
| 6M | +0.3% | +52.0% | -51.7% | -10.7% |
| YTD | -12.3% | +35.1% | -47.4% | -20.2% |
| 1Y | -11.2% | +43.7% | -55.0% | -20.6% |
| 3Y | +117.0% | -20.9% | +138.0% | +120.3% |
| All | +89.6% | -63.7% | +153.2% | +137.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling