+73.5%
BA vs AXP
+474.4%
-400.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.7% |
| 7D | +1.2% | -2.1% | +3.3% | +2.8% |
| 30D | -11.6% | -6.5% | -5.1% | -7.0% |
| 3M | -2.4% | +4.6% | -7.0% | -5.9% |
| 6M | -6.6% | +5.4% | -12.0% | -10.8% |
| YTD | -2.2% | -11.1% | +8.9% | +4.8% |
| 1Y | -8.0% | -0.3% | -7.7% | -10.8% |
| 3Y | -5.0% | +111.6% | -116.6% | -51.8% |
| 5Y | -2.7% | +117.6% | -120.3% | -54.1% |
| All | +73.5% | +474.4% | -400.9% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 10y: compounded portfolio wealth divided by compounded AXP 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…
10y analysis · Full analysis span regression · 6 months rolling