+464.9%
AXP vs BNS
+177.9%
+287.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.9% |
| 7D | +0.6% | +1.8% | -1.2% | -1.0% |
| 30D | -4.3% | +4.5% | -8.8% | -8.5% |
| 3M | +4.7% | +15.8% | -11.1% | -8.9% |
| 6M | +9.0% | +31.5% | -22.5% | -15.8% |
| YTD | -11.1% | +28.6% | -39.7% | -30.0% |
| 1Y | +1.3% | +48.2% | -46.9% | -30.1% |
| 3Y | +114.5% | +130.8% | -16.3% | -4.2% |
| 5Y | +118.0% | +94.9% | +23.1% | +13.7% |
| 10Y | +464.9% | +179.6% | +285.4% | +110.3% |
| All | +464.9% | +177.9% | +287.0% | +110.3% |
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