+111.1%
AXP vs FFIV
+136.9%
-25.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -2.1% | -1.0% | -1.2% | -1.8% |
| 30D | -6.5% | -5.1% | -1.5% | -5.0% |
| 3M | +4.6% | -4.5% | +9.1% | +5.7% |
| 6M | +5.4% | +36.5% | -31.0% | -8.5% |
| YTD | -11.1% | +53.0% | -64.1% | -27.0% |
| 1Y | -0.3% | +24.2% | -24.5% | -10.8% |
| All | +111.1% | +136.9% | -25.8% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling