+86.1%
AXP vs BAX
-64.2%
+150.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +4.4% | +4.1% | +0.4% | +3.2% |
| 3M | -6.4% | -4.5% | -1.9% | -5.6% |
| 6M | +4.2% | +49.2% | -45.1% | -6.8% |
| YTD | -12.4% | +35.2% | -47.6% | -20.3% |
| 1Y | -11.1% | +38.3% | -49.4% | -19.7% |
| 3Y | +114.9% | -19.0% | +133.9% | +116.7% |
| All | +86.1% | -64.2% | +150.4% | +137.5% |
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