+89.6%
AXP vs FERG
+65.9%
+23.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +0.6% | -2.1% | +2.7% | +1.5% |
| 30D | +5.8% | +8.7% | -2.8% | +2.1% |
| 3M | -6.0% | -7.4% | +1.4% | -3.3% |
| 6M | +0.3% | -6.6% | +6.9% | +2.4% |
| YTD | -12.3% | +6.6% | -18.8% | -15.9% |
| 1Y | -11.2% | -3.6% | -7.7% | -11.3% |
| 3Y | +117.0% | +56.4% | +60.6% | +63.7% |
| All | +89.6% | +65.9% | +23.6% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling