+21.0%
AXP vs BIYA
-99.9%
+120.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.2% |
| 7D | +0.6% | -10.5% | +11.1% | +0.7% |
| 30D | +5.8% | -51.7% | +57.6% | +6.2% |
| 3M | -6.0% | -60.8% | +54.8% | -5.6% |
| 6M | +0.3% | -90.6% | +90.9% | +0.2% |
| YTD | -12.3% | -97.1% | +84.9% | -11.4% |
| 1Y | -11.2% | -99.1% | +87.8% | -8.4% |
| All | +21.0% | -99.9% | +120.9% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling