+1,193.7%
AXP vs SBAC
+2,252.5%
-1,058.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | +0.4% | +4.4% | -4.0% | -0.4% |
| 30D | +7.0% | +13.8% | -6.7% | +4.6% |
| 3M | -6.6% | +9.0% | -15.6% | -8.1% |
| 6M | +3.5% | -10.0% | +13.5% | +4.8% |
| YTD | -11.2% | +1.8% | -13.0% | -12.5% |
| 1Y | -10.2% | +1.1% | -11.3% | -11.5% |
| 3Y | +120.0% | -9.5% | +129.6% | +118.1% |
| 5Y | +95.6% | -39.0% | +134.6% | +105.8% |
| 10Y | +468.1% | +101.1% | +367.0% | +387.7% |
| All | +1,193.7% | +2,252.5% | -1,058.8% | +613.2% |
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 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