+6,046.7%
AXP vs BWA
+2,428.1%
+3,618.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.7% | +3.4% | +0.3% |
| 7D | +0.4% | -10.8% | +11.2% | +5.7% |
| 30D | +7.0% | -25.0% | +32.0% | +21.7% |
| 3M | -6.6% | -28.6% | +22.0% | +8.0% |
| 6M | +3.5% | -16.6% | +20.0% | +9.4% |
| YTD | -11.2% | +6.3% | -17.5% | -18.6% |
| 1Y | -10.2% | +7.2% | -17.3% | -18.1% |
| 3Y | +120.0% | +48.2% | +71.9% | +67.4% |
| 5Y | +95.6% | +23.4% | +72.1% | +58.0% |
| 10Y | +468.1% | +84.0% | +384.1% | +253.3% |
| All | +6,046.7% | +2,428.1% | +3,618.6% | +1,237.2% |
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 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