+120.2%
AXP vs FCEL
-68.6%
+188.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.6% | -7.6% | +0.8% |
| 7D | -1.1% | +3.0% | -4.2% | -1.3% |
| 30D | +5.2% | -40.0% | +45.2% | +6.8% |
| 3M | -4.6% | -47.0% | +42.5% | -3.1% |
| 6M | +3.2% | -21.0% | +24.2% | +1.7% |
| YTD | -11.3% | +48.0% | -59.4% | -15.7% |
| 1Y | -11.0% | +43.9% | -54.9% | -15.5% |
| 3Y | +120.2% | -67.5% | +187.7% | +112.7% |
| All | +120.2% | -68.6% | +188.8% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 3y: compounded portfolio wealth divided by compounded FCEL 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…
3y analysis · Full analysis span regression · 6 months rolling