+217.6%
BAC vs AXP
+418.6%
-201.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.4% |
| 7D | +3.2% | -0.1% | +3.4% | +3.3% |
| 30D | -0.7% | +4.4% | -5.2% | -3.9% |
| 3M | -20.0% | -6.4% | -13.6% | -16.3% |
| 6M | +3.4% | +4.2% | -0.7% | -0.4% |
| YTD | -5.7% | -12.4% | +6.6% | +2.1% |
| 1Y | -1.4% | -11.1% | +9.7% | +5.4% |
| 3Y | +97.9% | +114.9% | -17.0% | +8.1% |
| 5Y | +22.9% | +87.4% | -64.5% | -28.3% |
| All | +217.6% | +418.6% | -201.0% | -25.0% |
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