+120.2%
AXP vs BBWI
-25.2%
+145.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.8% | +0.7% |
| 7D | -1.1% | -6.2% | +5.0% | +0.1% |
| 30D | +5.2% | +25.5% | -20.3% | +0.5% |
| 3M | -4.6% | +8.0% | -12.6% | -6.6% |
| 6M | +3.2% | +12.7% | -9.5% | -0.5% |
| YTD | -11.3% | +11.6% | -23.0% | -15.1% |
| 1Y | -11.0% | -0.9% | -10.1% | -13.2% |
| 3Y | +120.2% | -22.7% | +142.9% | +130.7% |
| All | +120.2% | -25.2% | +145.4% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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