+111.1%
AXP vs FANG
+43.6%
+67.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.6% |
| 7D | -2.5% | -0.4% | -2.1% | -2.4% |
| 30D | -5.0% | +2.4% | -7.4% | -5.6% |
| 3M | +1.4% | +4.9% | -3.5% | -0.1% |
| 6M | +6.0% | +12.0% | -6.0% | +1.6% |
| YTD | -12.3% | +37.1% | -49.4% | -21.6% |
| 1Y | +0.3% | +52.3% | -52.0% | -14.1% |
| All | +111.1% | +43.6% | +67.5% | +85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling