+4.8%
AXP vs FAST
+20.5%
-15.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +2.0% |
| 7D | +4.6% | +3.4% | +1.2% | +4.2% |
| 30D | +9.7% | +5.5% | +4.2% | +9.2% |
| 3M | -3.8% | +7.6% | -11.4% | -4.3% |
| 6M | +4.8% | +19.8% | -15.0% | +5.3% |
| All | +4.8% | +20.5% | -15.7% | +5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling