+6,516.0%
AXP vs BNY
+7,642.9%
-1,126.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -0.1% | +3.9% | -4.0% | -2.4% |
| 30D | +4.4% | +11.9% | -7.5% | -2.4% |
| 3M | -6.4% | -5.0% | -1.4% | -3.7% |
| 6M | +4.2% | +14.6% | -10.4% | -4.5% |
| YTD | -12.4% | +34.5% | -46.9% | -27.2% |
| 1Y | -11.1% | +40.6% | -51.7% | -28.1% |
| 3Y | +114.9% | +261.7% | -146.9% | -0.9% |
| 5Y | +87.4% | +192.3% | -104.9% | -2.8% |
| 10Y | +420.8% | +324.0% | +96.8% | +116.6% |
| All | +6,516.0% | +7,642.9% | -1,126.9% | +552.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling