+114.5%
AXP vs FANG
+238.1%
-123.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.7% |
| 7D | -2.5% | -0.4% | -2.1% | -2.4% |
| 30D | -5.0% | +2.4% | -7.4% | -5.7% |
| 3M | +1.4% | +4.9% | -3.5% | -0.5% |
| 6M | +6.0% | +12.0% | -6.0% | +1.2% |
| YTD | -12.3% | +37.1% | -49.4% | -21.7% |
| 1Y | +0.3% | +52.3% | -52.0% | -13.8% |
| 3Y | +111.7% | +45.0% | +66.7% | +80.7% |
| 5Y | +114.5% | +231.0% | -116.4% | +34.7% |
| All | +114.5% | +238.1% | -123.5% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling