+117.0%
AXP vs FDX
+64.2%
+52.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.3% |
| 7D | +0.6% | -1.6% | +2.2% | +1.2% |
| 30D | +5.8% | +6.6% | -0.8% | +3.6% |
| 3M | -6.0% | -2.1% | -4.0% | -5.5% |
| 6M | +0.3% | +2.2% | -1.9% | -1.0% |
| YTD | -12.3% | +33.9% | -46.2% | -22.4% |
| 1Y | -11.2% | +50.2% | -61.5% | -24.8% |
| 3Y | +117.0% | +65.5% | +51.5% | +68.0% |
| All | +117.0% | +64.2% | +52.9% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling