+117.0%
AXP vs BN
+90.6%
+26.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.7% |
| 7D | +0.6% | +5.3% | -4.8% | -2.6% |
| 30D | +5.8% | +11.9% | -6.1% | -1.1% |
| 3M | -6.0% | -5.7% | -0.3% | -3.0% |
| 6M | +0.3% | -10.6% | +10.9% | +6.5% |
| YTD | -12.3% | -9.4% | -2.9% | -8.2% |
| 1Y | -11.2% | -8.8% | -2.5% | -7.7% |
| 3Y | +117.0% | +95.6% | +21.4% | +61.8% |
| All | +117.0% | +90.6% | +26.4% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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