+20.9%
AXP vs BIYA
-99.9%
+120.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.1% | +9.0% | -9.1% | -0.2% |
| 30D | +4.4% | -12.9% | +17.4% | +4.5% |
| 3M | -6.4% | -54.7% | +48.3% | -6.1% |
| 6M | +4.2% | -85.1% | +89.2% | +3.5% |
| YTD | -12.4% | -96.9% | +84.5% | -11.5% |
| 1Y | -11.1% | -98.5% | +87.4% | -9.0% |
| All | +20.9% | -99.9% | +120.7% | +28.4% |
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