+6,610.0%
AXP vs FDX
+4,233.7%
+2,376.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.9% |
| 7D | -2.1% | -2.5% | +0.4% | -1.0% |
| 30D | -6.5% | +3.8% | -10.3% | -8.3% |
| 3M | +4.6% | -1.3% | +5.9% | +4.7% |
| 6M | +5.4% | +5.0% | +0.4% | +1.8% |
| YTD | -11.1% | +39.6% | -50.8% | -24.9% |
| 1Y | -0.3% | +81.1% | -81.4% | -25.5% |
| 3Y | +111.6% | +63.0% | +48.5% | +60.1% |
| 5Y | +117.6% | +65.6% | +52.0% | +56.8% |
| 10Y | +474.1% | +183.4% | +290.8% | +199.1% |
| All | +6,610.0% | +4,233.7% | +2,376.4% | +1,087.4% |
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