+588.1%
AXP vs BIL
+30.3%
+557.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +4.6% | -0.3% | +4.9% | +2.2% |
| 30D | +9.7% | 0.0% | +9.8% | +9.6% |
| 3M | -3.8% | +0.3% | -4.1% | -1.0% |
| 6M | +4.8% | +1.2% | +3.6% | +17.1% |
| YTD | -9.1% | +2.4% | -11.5% | +13.5% |
| 1Y | -6.7% | +3.0% | -9.7% | +23.0% |
| 3Y | +125.2% | +13.1% | +112.1% | +611.8% |
| 5Y | +105.0% | +19.4% | +85.6% | +997.3% |
| 10Y | +481.5% | +25.1% | +456.3% | +4,896.3% |
| All | +588.1% | +30.3% | +557.8% | +6,118.4% |
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