+428.4%
AXP vs FDS
+127.5%
+300.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -0.6% | -2.0% | +1.4% | +0.2% |
| 30D | +5.0% | +13.5% | -8.5% | -0.7% |
| 3M | -4.2% | +15.2% | -19.4% | -10.7% |
| 6M | +2.9% | +47.0% | -44.1% | -16.0% |
| YTD | -11.6% | +13.9% | -25.5% | -19.6% |
| 1Y | -11.1% | +25.2% | -36.3% | -23.6% |
| 3Y | +116.7% | -25.3% | +142.1% | +141.3% |
| 5Y | +89.6% | -23.3% | +112.9% | +104.2% |
| 10Y | +428.4% | +126.0% | +302.4% | +218.5% |
| All | +428.4% | +127.5% | +300.9% | +218.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling