+117.0%
AXP vs BB
+132.4%
-15.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -1.7% |
| 7D | +0.6% | +3.8% | -3.2% | +0.2% |
| 30D | +5.8% | -0.3% | +6.2% | +5.5% |
| 3M | -6.0% | -0.5% | -5.6% | -6.6% |
| 6M | +0.3% | +45.9% | -45.6% | -6.5% |
| YTD | -12.3% | +130.6% | -142.9% | -23.6% |
| 1Y | -11.2% | +89.2% | -100.4% | -20.8% |
| 3Y | +117.0% | +137.5% | -20.5% | +79.9% |
| All | +117.0% | +132.4% | -15.4% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling