-6.7%
AXP vs FERG
+3.8%
-10.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +1.4% |
| 7D | +4.6% | +7.7% | -3.1% | +2.4% |
| 30D | +9.7% | +11.5% | -1.7% | +6.3% |
| 3M | -3.8% | -2.4% | -1.4% | -3.3% |
| 6M | +4.8% | -4.0% | +8.8% | +5.7% |
| YTD | -9.1% | +13.4% | -22.4% | -12.7% |
| 1Y | -6.7% | +3.1% | -9.8% | -8.1% |
| All | -6.7% | +3.8% | -10.5% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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