+458.4%
AXP vs FANG
+183.1%
+275.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.7% |
| 7D | -2.8% | +1.2% | -4.0% | -3.1% |
| 30D | -5.9% | +2.4% | -8.3% | -6.6% |
| 3M | +2.6% | +5.1% | -2.4% | +0.4% |
| 6M | +6.4% | +16.4% | -10.0% | +0.1% |
| YTD | -12.6% | +39.0% | -51.6% | -22.5% |
| 1Y | +0.2% | +50.6% | -50.4% | -13.6% |
| 3Y | +110.9% | +46.9% | +64.0% | +79.4% |
| 5Y | +114.7% | +238.2% | -123.5% | +36.4% |
| All | +458.4% | +183.1% | +275.4% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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