+6,606.2%
AXP vs FDX
+4,173.5%
+2,432.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -0.5% |
| 7D | +0.4% | +2.9% | -2.5% | -0.9% |
| 30D | +7.0% | +9.6% | -2.6% | +2.6% |
| 3M | -6.6% | +2.4% | -9.0% | -7.9% |
| 6M | +3.5% | +9.2% | -5.8% | -1.5% |
| YTD | -11.2% | +37.7% | -48.9% | -24.6% |
| 1Y | -10.2% | +56.1% | -66.3% | -28.1% |
| 3Y | +120.0% | +68.9% | +51.1% | +63.8% |
| 5Y | +95.6% | +79.0% | +16.6% | +36.2% |
| 10Y | +468.1% | +163.9% | +304.2% | +205.8% |
| All | +6,606.2% | +4,173.5% | +2,432.7% | +1,092.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling