+22.3%
AXP vs BIYA
-99.9%
+122.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.3% | +1.0% |
| 7D | -1.1% | -7.8% | +6.7% | -1.1% |
| 30D | +5.2% | -38.5% | +43.8% | +5.5% |
| 3M | -4.6% | -59.5% | +55.0% | -4.2% |
| 6M | +3.2% | -89.2% | +92.4% | +2.9% |
| YTD | -11.3% | -97.1% | +85.7% | -10.4% |
| 1Y | -11.0% | -99.0% | +88.0% | -8.2% |
| All | +22.3% | -99.9% | +122.1% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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