+6,050.2%
AXP vs BWA
+3,492.4%
+2,557.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -2.4% |
| 7D | -2.1% | +5.7% | -7.8% | -4.6% |
| 30D | -6.5% | +1.4% | -7.9% | -7.5% |
| 3M | +4.6% | -12.1% | +16.7% | +9.8% |
| 6M | +5.4% | +28.6% | -23.1% | -8.5% |
| YTD | -11.1% | +51.1% | -62.2% | -30.3% |
| 1Y | -0.3% | +55.9% | -56.2% | -23.2% |
| 3Y | +111.6% | +70.1% | +41.4% | +51.1% |
| 5Y | +117.6% | +90.7% | +26.9% | +44.2% |
| 10Y | +474.1% | +154.0% | +320.1% | +209.3% |
| All | +6,050.2% | +3,492.4% | +2,557.8% | +1,045.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling