-10.9%
AXP vs FERG
+4.6%
-15.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.2% | -10.2% | -2.1% |
| 7D | -1.1% | +7.3% | -8.5% | -3.1% |
| 30D | +5.2% | +18.1% | -12.9% | +0.3% |
| 3M | -4.6% | +1.6% | -6.2% | -5.2% |
| 6M | +3.2% | +8.5% | -5.3% | +0.1% |
| YTD | -11.3% | +18.6% | -29.9% | -15.9% |
| All | -10.9% | +4.6% | -15.5% | -12.4% |
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