+403.0%
AXP vs BB
+24.8%
+378.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -1.1% |
| 7D | -2.1% | +9.0% | -11.1% | -3.3% |
| 30D | +2.7% | +7.7% | -5.0% | +1.2% |
| 3M | -7.3% | +4.0% | -11.3% | -8.6% |
| 6M | +1.8% | +46.6% | -44.8% | -6.2% |
| YTD | -13.1% | +140.6% | -153.7% | -26.1% |
| 1Y | -13.7% | +103.1% | -116.8% | -24.9% |
| 3Y | +113.1% | +150.5% | -37.4% | +72.4% |
| 5Y | +85.9% | -15.4% | +101.3% | +69.6% |
| All | +403.0% | +24.8% | +378.2% | +224.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling