-6.7%
AXP vs BNS
+52.0%
-58.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +0.7% |
| 7D | +4.6% | +2.0% | +2.6% | +3.6% |
| 30D | +9.7% | +7.8% | +2.0% | +5.7% |
| 3M | -3.8% | +11.7% | -15.4% | -9.2% |
| 6M | +4.8% | +28.2% | -23.4% | -9.5% |
| YTD | -9.1% | +34.8% | -43.9% | -22.8% |
| 1Y | -6.7% | +51.1% | -57.8% | -23.5% |
| All | -6.7% | +52.0% | -58.7% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling