+22.6%
AXP vs BIYA
-99.8%
+122.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.1% |
| 7D | -2.1% | +1.3% | -3.5% | -2.1% |
| 30D | -6.5% | -21.0% | +14.4% | -6.4% |
| 3M | +4.6% | -74.3% | +79.0% | +4.5% |
| 6M | +5.4% | -84.6% | +90.0% | +4.7% |
| YTD | -11.1% | -94.2% | +83.0% | -10.5% |
| 1Y | -0.3% | -98.2% | +97.9% | +2.6% |
| All | +22.6% | -99.8% | +122.3% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling