+899.3%
AXP vs FERG
+1,382.0%
-482.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +0.6% | -2.1% | +2.7% | +0.9% |
| 30D | +5.8% | +8.7% | -2.8% | +4.4% |
| 3M | -6.0% | -7.4% | +1.4% | -5.0% |
| 6M | +0.3% | -6.6% | +6.9% | +1.1% |
| YTD | -12.3% | +6.6% | -18.8% | -13.4% |
| 1Y | -11.2% | -3.6% | -7.7% | -11.1% |
| 3Y | +117.0% | +56.4% | +60.6% | +102.0% |
| 5Y | +93.2% | +67.5% | +25.7% | +76.0% |
| 10Y | +461.2% | +434.6% | +26.6% | +379.7% |
| All | +899.3% | +1,382.0% | -482.7% | +745.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling