+407.0%
AXP vs BNY
+321.7%
+85.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.5% |
| 7D | -0.1% | +3.9% | -4.0% | -3.1% |
| 30D | +4.4% | +11.9% | -7.5% | -4.5% |
| 3M | -6.4% | -5.0% | -1.4% | -2.8% |
| 6M | +4.2% | +14.6% | -10.4% | -7.4% |
| YTD | -12.4% | +34.5% | -46.9% | -31.8% |
| 1Y | -11.1% | +40.6% | -51.7% | -33.3% |
| 3Y | +114.9% | +261.7% | -146.9% | -24.5% |
| 5Y | +87.4% | +192.3% | -104.9% | -23.5% |
| All | +407.0% | +321.7% | +85.3% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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