+89.6%
AXP vs BBY
-2.4%
+92.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.3% |
| 7D | +0.6% | +4.2% | -3.6% | -0.8% |
| 30D | +5.8% | +17.8% | -12.0% | -0.1% |
| 3M | -6.0% | +25.8% | -31.8% | -13.5% |
| 6M | +0.3% | +73.8% | -73.5% | -18.3% |
| YTD | -12.3% | +54.7% | -67.0% | -25.9% |
| 1Y | -11.2% | +33.4% | -44.6% | -21.0% |
| 3Y | +117.0% | +72.2% | +44.8% | +68.1% |
| All | +89.6% | -2.4% | +92.0% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling