-6.6%
BA vs AXP
+6.1%
-12.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.5% |
| 7D | +1.2% | -2.1% | +3.3% | +2.5% |
| 30D | -11.6% | -6.5% | -5.1% | -7.8% |
| 3M | -2.4% | +4.6% | -7.0% | -5.0% |
| 6M | -6.6% | +5.4% | -12.0% | -10.9% |
| All | -6.6% | +6.1% | -12.8% | -10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling