+19.7%
BAC vs AXP
+96.1%
-76.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -2.2% |
| 7D | -2.7% | +0.4% | -3.1% | -2.9% |
| 30D | -8.0% | +7.0% | -15.0% | -11.8% |
| 3M | -20.9% | -6.6% | -14.3% | -17.7% |
| 6M | -5.4% | +3.5% | -8.8% | -7.9% |
| YTD | -8.1% | -11.2% | +3.1% | -2.1% |
| 1Y | -3.1% | -10.2% | +7.1% | +2.3% |
| 3Y | +88.1% | +120.0% | -31.9% | +11.0% |
| 5Y | +19.7% | +95.6% | -75.8% | -25.6% |
| All | +19.7% | +96.1% | -76.4% | -25.6% |
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