+111.1%
AXP vs BB
+38.2%
+72.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.1% | -5.6% | +3.5% | -1.5% |
| 30D | -6.5% | -11.8% | +5.3% | -5.4% |
| 3M | +4.6% | -25.5% | +30.2% | +7.0% |
| 6M | +5.4% | +121.3% | -115.8% | -7.0% |
| YTD | -11.1% | +103.2% | -114.3% | -20.7% |
| 1Y | -0.3% | +102.6% | -102.9% | -11.4% |
| All | +111.1% | +38.2% | +72.8% | +82.3% |
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