+117.0%
AXP vs FCEL
-74.5%
+191.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.5% | -12.8% | -1.6% |
| 7D | +0.6% | -11.2% | +11.8% | +0.9% |
| 30D | +5.8% | -45.8% | +51.6% | +7.7% |
| 3M | -6.0% | -51.0% | +45.0% | -4.3% |
| 6M | +0.3% | -22.2% | +22.5% | -1.2% |
| YTD | -12.3% | +36.3% | -48.5% | -16.4% |
| 1Y | -11.2% | +29.0% | -40.3% | -15.4% |
| 3Y | +117.0% | -70.9% | +187.9% | +110.9% |
| All | +117.0% | -74.5% | +191.5% | +110.9% |
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