-0.3%
AXP vs BNS
+50.5%
-50.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.5% |
| 7D | -2.1% | +1.5% | -3.7% | -2.9% |
| 30D | -6.5% | +6.0% | -12.5% | -9.3% |
| 3M | +4.6% | +16.3% | -11.7% | -4.4% |
| 6M | +5.4% | +27.3% | -21.9% | -8.8% |
| YTD | -11.1% | +28.5% | -39.6% | -22.8% |
| 1Y | -0.3% | +49.0% | -49.3% | -20.2% |
| All | -0.3% | +50.5% | -50.8% | -20.2% |
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