-8.3%
BA vs AXP
+125.4%
-133.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | 0.0% | +1.0% |
| 7D | +5.9% | +4.6% | +1.3% | +3.6% |
| 30D | -8.2% | +9.7% | -17.9% | -12.4% |
| 3M | -25.4% | -3.8% | -21.6% | -24.0% |
| 6M | -20.0% | +4.8% | -24.8% | -21.9% |
| YTD | -18.5% | -9.1% | -9.4% | -15.4% |
| 1Y | -10.6% | -6.7% | -3.9% | -8.9% |
| All | -8.3% | +125.4% | -133.7% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling