+1,503.1%
AXP vs BB
+290.1%
+1,213.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.6% |
| 7D | +0.4% | -8.9% | +9.3% | +1.6% |
| 30D | +7.0% | -12.6% | +19.7% | +8.6% |
| 3M | -6.6% | -4.1% | -2.5% | -6.8% |
| 6M | +3.5% | +49.5% | -46.0% | -4.9% |
| YTD | -11.2% | +120.8% | -132.0% | -23.3% |
| 1Y | -10.2% | +76.2% | -86.4% | -20.0% |
| 3Y | +120.0% | +123.8% | -3.7% | +81.5% |
| 5Y | +95.6% | -24.3% | +119.8% | +83.1% |
| 10Y | +468.1% | +20.1% | +448.0% | +325.7% |
| All | +1,503.1% | +290.1% | +1,213.0% | +717.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling