+912.2%
AXP vs FERG
+1,348.4%
-436.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -1.5% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -6.5% | -10.2% | +3.6% | -5.0% |
| 3M | +4.6% | -0.6% | +5.2% | +4.6% |
| 6M | +5.4% | -6.5% | +11.9% | +6.3% |
| YTD | -11.1% | +4.2% | -15.3% | -11.9% |
| 1Y | -0.3% | -2.3% | +2.0% | -0.4% |
| 3Y | +111.6% | +48.5% | +63.1% | +98.3% |
| 5Y | +117.6% | +72.0% | +45.6% | +98.6% |
| 10Y | +474.1% | +369.9% | +104.2% | +394.5% |
| All | +912.2% | +1,348.4% | -436.2% | +759.7% |
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 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