+95.6%
AXP vs BBWI
-67.6%
+163.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.2% | +3.9% | -0.9% |
| 7D | +0.4% | -3.1% | +3.5% | +1.1% |
| 30D | +7.0% | +23.1% | -16.1% | +1.9% |
| 3M | -6.6% | +7.3% | -13.9% | -8.8% |
| 6M | +3.5% | +22.6% | -19.1% | -2.9% |
| YTD | -11.2% | +13.3% | -24.5% | -15.9% |
| 1Y | -10.2% | -2.6% | -7.6% | -12.8% |
| 3Y | +120.0% | -25.9% | +146.0% | +118.2% |
| 5Y | +95.6% | -66.7% | +162.3% | +136.3% |
| All | +95.6% | -67.6% | +163.2% | +136.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling