-11.2%
AXP vs BWA
+10.1%
-21.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.4% |
| 7D | +0.6% | -5.5% | +6.1% | +0.9% |
| 30D | +5.8% | -21.7% | +27.6% | +7.4% |
| 3M | -6.0% | -25.6% | +19.6% | -4.5% |
| 6M | +0.3% | -17.4% | +17.7% | +0.4% |
| YTD | -12.3% | +9.2% | -21.4% | -20.7% |
| 1Y | -11.2% | +9.7% | -21.0% | -20.4% |
| All | -11.2% | +10.1% | -21.3% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling