+105.0%
AXP vs FAST
+109.2%
-4.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.4% |
| 7D | +4.6% | +3.4% | +1.2% | +3.1% |
| 30D | +9.7% | +5.5% | +4.2% | +7.1% |
| 3M | -3.8% | +7.6% | -11.4% | -7.0% |
| 6M | +4.8% | +19.8% | -15.0% | -4.0% |
| YTD | -9.1% | +35.5% | -44.5% | -22.4% |
| 1Y | -6.7% | +31.6% | -38.3% | -19.2% |
| 3Y | +125.2% | +91.0% | +34.2% | +58.4% |
| 5Y | +105.0% | +105.1% | -0.1% | +25.9% |
| All | +105.0% | +109.2% | -4.2% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling