+1,376.8%
BAC vs AXP
+6,658.5%
-5,281.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +0.2% |
| 7D | +0.6% | -2.1% | +2.7% | +2.1% |
| 30D | -0.9% | -6.5% | +5.6% | +4.0% |
| 3M | +16.3% | +4.6% | +11.7% | +12.0% |
| 6M | +26.0% | +5.4% | +20.5% | +20.2% |
| YTD | +15.2% | -11.1% | +26.3% | +23.8% |
| 1Y | +26.5% | -0.3% | +26.8% | +24.3% |
| 3Y | +132.4% | +111.6% | +20.8% | +29.4% |
| 5Y | +72.6% | +117.6% | -45.0% | -9.3% |
| 10Y | +389.7% | +474.1% | -84.4% | +22.6% |
| All | +1,376.8% | +6,658.5% | -5,281.6% | +6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling