+458.4%
AXP vs BNY
+416.1%
+42.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | -2.8% | -1.1% | -1.7% | -1.9% |
| 30D | -5.9% | +1.4% | -7.3% | -7.0% |
| 3M | +2.6% | +16.8% | -14.2% | -9.8% |
| 6M | +6.4% | +42.0% | -35.6% | -20.2% |
| YTD | -12.6% | +41.9% | -54.5% | -34.7% |
| 1Y | +0.2% | +59.2% | -59.0% | -31.9% |
| 3Y | +110.9% | +290.9% | -180.0% | -30.5% |
| 5Y | +114.7% | +259.0% | -144.3% | -26.3% |
| All | +458.4% | +416.1% | +42.4% | +20.7% |
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