+464.9%
AXP vs BBY
+233.2%
+231.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | +0.6% | +8.1% | -7.5% | -2.3% |
| 30D | -4.3% | +8.9% | -13.3% | -7.5% |
| 3M | +4.7% | +22.0% | -17.3% | -3.1% |
| 6M | +9.0% | +37.8% | -28.8% | -4.5% |
| YTD | -11.1% | +37.3% | -48.4% | -22.2% |
| 1Y | +1.3% | +21.6% | -20.3% | -7.7% |
| 3Y | +114.5% | +41.5% | +73.0% | +77.6% |
| 5Y | +118.0% | +1.2% | +116.8% | +96.5% |
| 10Y | +464.9% | +237.8% | +227.1% | +245.9% |
| All | +464.9% | +233.2% | +231.7% | +245.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling