+263.2%
BAC vs AXP
+449.9%
-186.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | +0.2% |
| 7D | -1.2% | +0.6% | -1.8% | -1.6% |
| 30D | -7.7% | +5.8% | -13.5% | -11.4% |
| 3M | -21.2% | -6.0% | -15.1% | -17.8% |
| 6M | -6.8% | +0.3% | -7.1% | -7.8% |
| YTD | -8.7% | -12.3% | +3.6% | -1.2% |
| 1Y | -5.3% | -11.2% | +6.0% | +1.4% |
| 3Y | +87.4% | +117.0% | -29.6% | +1.3% |
| 5Y | +18.9% | +93.2% | -74.3% | -32.4% |
| All | +263.2% | +449.9% | -186.7% | -30.2% |
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 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