+95.6%
AXP vs FAST
+102.7%
-7.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.9% |
| 3M | -6.6% | +6.4% | -13.0% | -9.3% |
| 6M | +3.5% | +20.6% | -17.1% | -5.5% |
| YTD | -11.2% | +34.7% | -45.8% | -24.0% |
| 1Y | -10.2% | +29.7% | -39.8% | -21.6% |
| 3Y | +120.0% | +89.9% | +30.1% | +55.1% |
| 5Y | +95.6% | +105.0% | -9.4% | +18.9% |
| All | +95.6% | +102.7% | -7.1% | +18.9% |
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