-11.1%
AXP vs FANG
+30.5%
-41.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +1.1% |
| 7D | -0.1% | +4.0% | -4.1% | +0.6% |
| 30D | +4.4% | -5.8% | +10.2% | +3.4% |
| 3M | -6.4% | -6.7% | +0.3% | -7.2% |
| 6M | +4.2% | -6.4% | +10.6% | +3.9% |
| YTD | -12.4% | +25.9% | -38.3% | -11.3% |
| 1Y | -11.1% | +31.1% | -42.2% | -10.0% |
| All | -11.1% | +30.5% | -41.6% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling