+425.5%
AXP vs FERG
+430.3%
-4.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -0.6% | +7.2% | -7.8% | -2.3% |
| 30D | +5.0% | +17.9% | -12.9% | +0.9% |
| 3M | -4.2% | -1.3% | -3.0% | -4.2% |
| 6M | +2.9% | +8.3% | -5.4% | +0.6% |
| YTD | -11.6% | +18.3% | -29.9% | -15.5% |
| 1Y | -11.1% | +4.7% | -15.8% | -12.7% |
| 3Y | +116.7% | +70.3% | +46.4% | +89.9% |
| 5Y | +89.6% | +84.6% | +5.0% | +59.7% |
| All | +425.5% | +430.3% | -4.8% | +285.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling