+1,236.4%
AXP vs BNS
+1,492.9%
-256.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.2% |
| 7D | -2.1% | +1.5% | -3.7% | -3.4% |
| 30D | -6.5% | +6.0% | -12.5% | -11.3% |
| 3M | +4.6% | +16.3% | -11.7% | -8.3% |
| 6M | +5.4% | +28.8% | -23.3% | -15.3% |
| YTD | -11.1% | +30.0% | -41.1% | -29.2% |
| 1Y | -0.3% | +50.7% | -51.0% | -29.8% |
| 3Y | +111.6% | +125.4% | -13.8% | +4.6% |
| 5Y | +117.6% | +94.2% | +23.3% | +21.3% |
| 10Y | +474.1% | +182.8% | +291.3% | +136.1% |
| All | +1,236.4% | +1,492.9% | -256.6% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling