+86.1%
AXP vs BWA
+27.4%
+58.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.1% | +4.3% | -4.4% | -1.7% |
| 30D | +4.4% | -13.0% | +17.5% | +9.6% |
| 3M | -6.4% | -24.8% | +18.4% | +3.1% |
| 6M | +4.2% | -23.5% | +27.7% | +12.6% |
| YTD | -12.4% | +13.8% | -26.2% | -22.8% |
| 1Y | -11.1% | +13.4% | -24.5% | -21.7% |
| 3Y | +114.9% | +62.8% | +52.1% | +52.5% |
| All | +86.1% | +27.4% | +58.7% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling