+448.7%
AXP vs FAST
+586.8%
-138.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +0.6% | +2.1% | -1.5% | -0.4% |
| 30D | +5.8% | +6.9% | -1.1% | +2.4% |
| 3M | -6.0% | +4.8% | -10.9% | -8.3% |
| 6M | +0.3% | +19.8% | -19.5% | -8.8% |
| YTD | -12.3% | +34.9% | -47.2% | -25.5% |
| 1Y | -11.2% | +32.8% | -44.0% | -24.0% |
| 3Y | +117.0% | +93.7% | +23.3% | +50.2% |
| 5Y | +93.2% | +105.3% | -12.1% | +27.4% |
| All | +448.7% | +586.8% | -138.1% | +113.2% |
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