+117.0%
AXP vs BBWI
-66.0%
+183.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -4.0% | -1.8% |
| 7D | -2.1% | +1.5% | -3.6% | -2.5% |
| 30D | -6.5% | -5.2% | -1.4% | -5.7% |
| 3M | +4.6% | +11.1% | -6.5% | +1.3% |
| 6M | +5.4% | -13.4% | +18.8% | +7.2% |
| YTD | -11.1% | +0.1% | -11.2% | -13.1% |
| 1Y | -0.3% | -36.1% | +35.8% | +7.9% |
| 3Y | +111.6% | -44.1% | +155.7% | +125.7% |
| All | +117.0% | -66.0% | +183.0% | +156.1% |
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