+448.7%
AXP vs FFIV
+126.1%
+322.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.6% | -8.1% | +8.7% | +4.2% |
| 30D | +5.8% | -33.4% | +39.2% | +23.9% |
| 3M | -6.0% | -24.7% | +18.7% | +3.2% |
| 6M | +0.3% | -8.8% | +9.1% | -0.5% |
| YTD | -12.3% | +21.8% | -34.0% | -25.6% |
| 1Y | -11.2% | +25.3% | -36.5% | -25.9% |
| 3Y | +117.0% | +101.2% | +15.9% | +38.7% |
| 5Y | +93.2% | +40.2% | +52.9% | +44.3% |
| All | +448.7% | +126.1% | +322.6% | +175.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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