-0.9%
BA vs AXP
+118.2%
-119.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.5% |
| 7D | +1.2% | -2.1% | +3.3% | +2.4% |
| 30D | -11.6% | -6.5% | -5.1% | -8.2% |
| 3M | -2.4% | +4.6% | -7.0% | -4.9% |
| 6M | -6.6% | +5.4% | -12.0% | -9.6% |
| YTD | -2.2% | -11.1% | +8.9% | +3.3% |
| 1Y | -8.0% | -0.3% | -7.7% | -10.0% |
| 3Y | -5.0% | +111.6% | -116.6% | -43.6% |
| All | -0.9% | +118.2% | -119.1% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling