+1,194.4%
AXP vs SBAC
+2,208.1%
-1,013.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | -2.1% | -0.8% | -1.3% | -2.0% |
| 30D | -6.5% | +6.9% | -13.5% | -7.6% |
| 3M | +4.6% | -8.2% | +12.9% | +5.9% |
| 6M | +5.4% | -1.6% | +7.1% | +4.8% |
| YTD | -11.1% | -0.1% | -11.0% | -12.0% |
| 1Y | -0.3% | -0.5% | +0.2% | -1.4% |
| 3Y | +111.6% | -9.1% | +120.6% | +109.7% |
| 5Y | +117.6% | -43.8% | +161.4% | +132.4% |
| 10Y | +474.1% | +80.5% | +393.6% | +402.1% |
| All | +1,194.4% | +2,208.1% | -1,013.7% | +617.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling