+6,606.2%
AXP vs BAX
+893.5%
+5,712.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.1% |
| 7D | +0.4% | +9.1% | -8.8% | -2.9% |
| 30D | +7.0% | +5.3% | +1.7% | +4.7% |
| 3M | -6.6% | -6.1% | -0.5% | -5.0% |
| 6M | +3.5% | +53.3% | -49.8% | -12.9% |
| YTD | -11.2% | +34.4% | -45.6% | -22.5% |
| 1Y | -10.2% | +43.2% | -53.3% | -23.6% |
| 3Y | +120.0% | -20.1% | +140.2% | +122.5% |
| 5Y | +95.6% | -63.7% | +159.3% | +161.3% |
| 10Y | +468.1% | -36.3% | +504.5% | +503.7% |
| All | +6,606.2% | +893.5% | +5,712.7% | +2,200.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling