+95.6%
AXP vs FDX
+76.2%
+19.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -0.9% |
| 7D | +0.4% | +2.9% | -2.5% | -0.7% |
| 30D | +7.0% | +9.6% | -2.6% | +3.5% |
| 3M | -6.6% | +2.4% | -9.0% | -7.6% |
| 6M | +3.5% | +9.2% | -5.8% | -0.6% |
| YTD | -11.2% | +37.7% | -48.9% | -22.5% |
| 1Y | -10.2% | +56.1% | -66.3% | -25.4% |
| 3Y | +120.0% | +68.9% | +51.1% | +70.9% |
| 5Y | +95.6% | +79.0% | +16.6% | +46.8% |
| All | +95.6% | +76.2% | +19.4% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling