+424.9%
AXP vs FDS
+132.8%
+292.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -1.2% |
| 7D | -2.9% | -2.1% | -0.7% | -2.0% |
| 30D | +3.7% | +16.0% | -12.3% | -2.8% |
| 3M | -4.9% | +18.8% | -23.7% | -12.5% |
| 6M | +4.1% | +54.1% | -50.0% | -16.8% |
| YTD | -11.7% | +17.0% | -28.7% | -20.6% |
| 1Y | -11.7% | +25.5% | -37.3% | -24.0% |
| 3Y | +116.5% | -23.3% | +139.8% | +138.3% |
| 5Y | +89.5% | -22.6% | +112.1% | +103.9% |
| 10Y | +424.9% | +130.2% | +294.7% | +211.5% |
| All | +424.9% | +132.8% | +292.1% | +211.5% |
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