+114.5%
AXP vs BNY
+252.4%
-137.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -2.5% | +0.3% | -2.8% | -2.7% |
| 30D | -5.0% | +1.9% | -7.0% | -6.4% |
| 3M | +1.4% | +13.9% | -12.5% | -8.3% |
| 6M | +6.0% | +42.3% | -36.3% | -19.0% |
| YTD | -12.3% | +41.8% | -54.2% | -33.1% |
| 1Y | +0.3% | +57.9% | -57.7% | -29.5% |
| 3Y | +111.7% | +290.7% | -179.1% | -22.7% |
| 5Y | +114.5% | +252.3% | -137.7% | -18.9% |
| All | +114.5% | +252.4% | -137.9% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling