+1,219.2%
AXP vs BNS
+1,470.7%
-251.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +0.6% | -2.2% | +2.8% | +2.4% |
| 30D | +5.8% | +5.1% | +0.7% | +1.5% |
| 3M | -6.0% | +4.7% | -10.8% | -10.2% |
| 6M | +0.3% | +19.0% | -18.7% | -14.0% |
| YTD | -12.3% | +28.2% | -40.4% | -29.4% |
| 1Y | -11.2% | +43.4% | -54.6% | -35.0% |
| 3Y | +117.0% | +143.1% | -26.0% | +0.7% |
| 5Y | +93.2% | +77.3% | +15.8% | +16.0% |
| 10Y | +461.2% | +183.5% | +277.7% | +130.2% |
| All | +1,219.2% | +1,470.7% | -251.4% | +19.6% |
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