+114.9%
AXP vs BNS
+149.7%
-34.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -0.1% | +0.9% | -1.0% | -0.6% |
| 30D | +4.4% | +2.8% | +1.7% | +2.9% |
| 3M | -6.4% | +3.0% | -9.4% | -8.1% |
| 6M | +4.2% | +23.3% | -19.1% | -8.4% |
| YTD | -12.4% | +29.3% | -41.7% | -25.0% |
| 1Y | -11.1% | +41.7% | -52.8% | -27.9% |
| 3Y | +114.9% | +147.7% | -32.9% | +27.7% |
| All | +114.9% | +149.7% | -34.8% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling