+3,630.9%
AXP vs FDS
+10,727.5%
-7,096.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | +0.4% | +6.4% | -6.0% | -1.9% |
| 30D | +7.0% | +25.2% | -18.1% | -1.6% |
| 3M | -6.6% | +22.9% | -29.5% | -14.1% |
| 6M | +3.5% | +56.5% | -53.1% | -14.8% |
| YTD | -11.2% | +19.0% | -30.1% | -20.1% |
| 1Y | -10.2% | +32.7% | -42.9% | -22.9% |
| 3Y | +120.0% | -20.4% | +140.5% | +126.8% |
| 5Y | +95.6% | -19.6% | +115.2% | +99.2% |
| 10Y | +468.1% | +148.5% | +319.6% | +278.1% |
| All | +3,630.9% | +10,727.5% | -7,096.6% | +838.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling