+469.1%
AXP vs FDS
+84.7%
+384.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | +0.4% |
| 7D | -2.1% | -1.9% | -0.2% | -1.4% |
| 30D | -6.5% | +9.0% | -15.6% | -10.2% |
| 3M | +4.6% | +18.9% | -14.2% | -4.4% |
| 6M | +5.4% | +35.1% | -29.7% | -10.8% |
| YTD | -11.1% | +5.5% | -16.6% | -16.0% |
| 1Y | -0.3% | -16.8% | +16.5% | +5.4% |
| 3Y | +111.6% | -28.1% | +139.6% | +139.1% |
| 5Y | +117.6% | -17.4% | +135.0% | +122.7% |
| All | +469.1% | +84.7% | +384.5% | +270.2% |
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