+86.1%
AXP vs SBAC
-39.6%
+125.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | -0.1% | +0.6% | -0.7% | -0.2% |
| 30D | +4.4% | +5.5% | -1.0% | +3.5% |
| 3M | -6.4% | +3.1% | -9.5% | -7.0% |
| 6M | +4.2% | -7.0% | +11.2% | +5.0% |
| YTD | -12.4% | +0.5% | -12.9% | -13.4% |
| 1Y | -11.1% | +0.2% | -11.3% | -12.1% |
| 3Y | +114.9% | -7.4% | +122.2% | +110.7% |
| All | +86.1% | -39.6% | +125.8% | +103.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling