+117.0%
AXP vs FFIV
+102.2%
+14.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.6% | -8.1% | +8.7% | +2.9% |
| 30D | +5.8% | -33.4% | +39.2% | +17.4% |
| 3M | -6.0% | -24.7% | +18.7% | -0.5% |
| 6M | +0.3% | -8.8% | +9.1% | -2.2% |
| YTD | -12.3% | +21.8% | -34.0% | -25.3% |
| 1Y | -11.2% | +25.3% | -36.5% | -25.4% |
| 3Y | +117.0% | +101.2% | +15.9% | +50.7% |
| All | +117.0% | +102.2% | +14.8% | +50.7% |
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