+448.7%
AXP vs FDS
+135.4%
+313.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | +0.3% |
| 7D | +0.6% | -0.5% | +1.1% | +0.8% |
| 30D | +5.8% | +20.2% | -14.4% | -2.3% |
| 3M | -6.0% | +19.9% | -25.9% | -13.9% |
| 6M | +0.3% | +56.2% | -55.9% | -20.5% |
| YTD | -12.3% | +14.6% | -26.8% | -20.5% |
| 1Y | -11.2% | +31.6% | -42.8% | -25.7% |
| 3Y | +117.0% | -23.8% | +140.9% | +139.1% |
| 5Y | +93.2% | -22.6% | +115.7% | +107.1% |
| All | +448.7% | +135.4% | +313.3% | +222.9% |
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