+580.6%
AXP vs FANG
+1,370.4%
-789.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.6% |
| 7D | -2.1% | +0.8% | -2.9% | -2.3% |
| 30D | -6.5% | +7.6% | -14.1% | -8.4% |
| 3M | +4.6% | -1.3% | +5.9% | +4.3% |
| 6M | +5.4% | +14.7% | -9.2% | +0.3% |
| YTD | -11.1% | +34.8% | -45.9% | -19.3% |
| 1Y | -0.3% | +42.9% | -43.2% | -11.2% |
| 3Y | +111.6% | +43.8% | +67.8% | +85.2% |
| 5Y | +117.6% | +225.8% | -108.3% | +49.9% |
| 10Y | +474.1% | +171.9% | +302.3% | +226.9% |
| All | +580.6% | +1,370.4% | -789.8% | +192.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling