-1.4%
BAC vs AXP
-12.6%
+11.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | +3.2% | -0.1% | +3.4% | +3.3% |
| 30D | -0.7% | +4.4% | -5.2% | -2.9% |
| 3M | -20.0% | -6.4% | -13.6% | -17.4% |
| 6M | +3.4% | +4.2% | -0.7% | +0.6% |
| YTD | -5.7% | -12.4% | +6.6% | -0.2% |
| 1Y | -1.4% | -11.1% | +9.7% | +3.8% |
| All | -1.4% | -12.6% | +11.2% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling