+6,610.0%
AXP vs BN
+15,251.3%
-8,641.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.1% | -2.5% | +0.4% | -0.8% |
| 30D | -6.5% | -9.5% | +3.0% | -1.6% |
| 3M | +4.6% | -10.4% | +15.0% | +10.7% |
| 6M | +5.4% | -6.4% | +11.8% | +8.4% |
| YTD | -11.1% | -11.9% | +0.7% | -5.9% |
| 1Y | -0.3% | -8.6% | +8.3% | +3.3% |
| 3Y | +111.6% | +77.6% | +34.0% | +52.6% |
| 5Y | +117.6% | +37.0% | +80.5% | +76.9% |
| 10Y | +474.1% | +266.4% | +207.7% | +192.2% |
| All | +6,610.0% | +15,251.3% | -8,641.3% | +1,143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling