+411.0%
AXP vs BNS
+190.0%
+220.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.8% |
| 7D | -2.9% | -3.2% | +0.4% | -0.1% |
| 30D | +3.7% | +5.1% | -1.4% | -0.9% |
| 3M | -4.9% | +6.0% | -10.9% | -10.5% |
| 6M | +4.1% | +23.4% | -19.3% | -14.9% |
| YTD | -11.7% | +30.4% | -42.1% | -31.6% |
| 1Y | -11.7% | +44.0% | -55.7% | -37.7% |
| 3Y | +116.5% | +150.3% | -33.9% | -11.1% |
| 5Y | +89.5% | +83.0% | +6.5% | +4.7% |
| All | +411.0% | +190.0% | +220.9% | +76.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling