-10.9%
AXP vs BNS
+44.0%
-54.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.1% |
| 7D | -1.1% | -0.8% | -0.3% | -0.8% |
| 30D | +5.2% | +5.5% | -0.3% | +2.5% |
| 3M | -4.6% | +6.0% | -10.6% | -7.4% |
| 6M | +3.2% | +22.6% | -19.4% | -8.8% |
| YTD | -11.3% | +30.5% | -41.8% | -23.7% |
| All | -10.9% | +44.0% | -54.8% | -25.7% |
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