+455.5%
AXP vs FAST
+585.7%
-130.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.0% |
| 7D | +0.4% | +0.7% | -0.3% | +0.1% |
| 30D | +7.0% | +4.6% | +2.4% | +4.7% |
| 3M | -6.6% | +6.4% | -13.0% | -9.6% |
| 6M | +3.5% | +20.6% | -17.1% | -6.2% |
| YTD | -11.2% | +34.7% | -45.8% | -24.5% |
| 1Y | -10.2% | +29.7% | -39.8% | -22.2% |
| 3Y | +120.0% | +89.9% | +30.1% | +53.8% |
| 5Y | +95.6% | +105.0% | -9.4% | +29.1% |
| All | +455.5% | +585.7% | -130.2% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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