+572.7%
AXP vs BIL
+30.4%
+542.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -0.8% |
| 7D | -2.1% | +0.1% | -2.2% | -1.3% |
| 30D | -6.5% | +0.3% | -6.9% | -3.7% |
| 3M | +4.6% | +0.9% | +3.7% | +14.2% |
| 6M | +5.4% | +1.8% | +3.6% | +24.8% |
| YTD | -11.1% | +2.4% | -13.6% | +11.2% |
| 1Y | -0.3% | +3.7% | -4.0% | +40.0% |
| 3Y | +111.6% | +14.2% | +97.4% | +630.7% |
| 5Y | +117.6% | +19.4% | +98.2% | +1,066.4% |
| 10Y | +474.1% | +25.2% | +448.9% | +4,857.9% |
| All | +572.7% | +30.4% | +542.4% | +5,994.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 all: compounded portfolio wealth divided by compounded BIL 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…
all analysis · Full analysis span regression · 6 months rolling