+440.3%
AXP vs BBY
+308.8%
+131.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.7% | -5.6% | -1.3% |
| 7D | -1.1% | +10.5% | -11.7% | -4.7% |
| 30D | +5.2% | +22.1% | -16.9% | -2.4% |
| 3M | -4.6% | +31.0% | -35.5% | -14.1% |
| 6M | +3.2% | +83.2% | -80.0% | -18.7% |
| YTD | -11.3% | +65.1% | -76.4% | -27.8% |
| 1Y | -11.0% | +41.6% | -52.7% | -23.3% |
| 3Y | +120.2% | +95.6% | +24.6% | +60.9% |
| 5Y | +91.7% | +1.0% | +90.7% | +73.2% |
| 10Y | +440.3% | +296.9% | +143.4% | +218.4% |
| All | +440.3% | +308.8% | +131.5% | +218.4% |
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