-11.1%
AXP vs FDX
+53.9%
-65.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -0.6% | +0.5% | -1.1% | -0.7% |
| 30D | +5.0% | +9.5% | -4.6% | +2.7% |
| 3M | -4.2% | -1.3% | -2.9% | -4.0% |
| 6M | +2.9% | +5.5% | -2.6% | +1.0% |
| YTD | -11.6% | +38.9% | -50.5% | -23.9% |
| 1Y | -11.1% | +58.8% | -69.9% | -28.2% |
| All | -11.1% | +53.9% | -65.0% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 1y: compounded portfolio wealth divided by compounded FDX 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…
1y analysis · Full analysis span regression · 6 months rolling