+114.5%
AXP vs BBY
+42.7%
+71.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +0.6% | +8.1% | -7.5% | -1.9% |
| 30D | -4.3% | +8.9% | -13.3% | -7.0% |
| 3M | +4.7% | +22.0% | -17.3% | -2.1% |
| 6M | +9.0% | +37.8% | -28.8% | -2.9% |
| YTD | -11.1% | +37.3% | -48.4% | -20.9% |
| 1Y | +1.3% | +21.6% | -20.3% | -6.3% |
| 3Y | +114.5% | +41.5% | +73.0% | +82.6% |
| All | +114.5% | +42.7% | +71.8% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling