+120.2%
AXP vs BWA
+65.3%
+54.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.4% | -4.4% | -0.3% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | +5.2% | -16.1% | +21.3% | +9.9% |
| 3M | -4.6% | -24.6% | +20.0% | +2.2% |
| 6M | +3.2% | -15.7% | +18.9% | +5.8% |
| YTD | -11.3% | +15.1% | -26.4% | -21.2% |
| 1Y | -11.0% | +15.9% | -26.9% | -21.2% |
| 3Y | +120.2% | +67.1% | +53.1% | +57.5% |
| All | +120.2% | +65.3% | +54.8% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling