+95.6%
AXP vs FDS
-19.3%
+114.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | +0.4% | +6.4% | -6.0% | -1.4% |
| 30D | +7.0% | +25.2% | -18.1% | +0.3% |
| 3M | -6.6% | +22.9% | -29.5% | -12.5% |
| 6M | +3.5% | +56.5% | -53.1% | -11.8% |
| YTD | -11.2% | +19.0% | -30.1% | -16.1% |
| 1Y | -10.2% | +32.7% | -42.9% | -19.7% |
| 3Y | +120.0% | -20.4% | +140.5% | +148.0% |
| 5Y | +95.6% | -19.6% | +115.2% | +105.6% |
| All | +95.6% | -19.3% | +114.8% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling