+117.0%
AXP vs SBAC
-10.4%
+127.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.2% |
| 7D | +0.6% | +1.2% | -0.6% | +0.6% |
| 30D | +5.8% | +11.2% | -5.3% | +5.7% |
| 3M | -6.0% | +4.5% | -10.5% | -6.0% |
| 6M | +0.3% | -12.2% | +12.5% | +0.2% |
| YTD | -12.3% | -0.1% | -12.1% | -12.3% |
| 1Y | -11.2% | -0.3% | -11.0% | -11.3% |
| 3Y | +117.0% | -8.7% | +125.8% | +116.3% |
| All | +117.0% | -10.4% | +127.4% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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