+116.5%
AXP vs BNY
+260.7%
-144.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.9% |
| 7D | -2.9% | 0.0% | -2.8% | -2.9% |
| 30D | +3.7% | +7.4% | -3.6% | -1.7% |
| 3M | -4.9% | -4.3% | -0.6% | -2.0% |
| 6M | +4.1% | +16.2% | -12.2% | -8.5% |
| YTD | -11.7% | +33.9% | -45.5% | -31.2% |
| 1Y | -11.7% | +39.7% | -51.4% | -33.7% |
| All | +116.5% | +260.7% | -144.1% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling