+91.7%
AXP vs FFIV
+42.4%
+49.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.2% |
| 7D | -1.1% | -2.1% | +1.0% | -0.4% |
| 30D | +5.2% | -33.8% | +39.0% | +20.4% |
| 3M | -4.6% | -20.6% | +16.0% | +0.8% |
| 6M | +3.2% | -10.2% | +13.5% | +2.5% |
| YTD | -11.3% | +24.5% | -35.8% | -25.2% |
| 1Y | -11.0% | +29.3% | -40.3% | -26.3% |
| 3Y | +120.2% | +103.8% | +16.4% | +43.7% |
| 5Y | +91.7% | +40.9% | +50.9% | +32.5% |
| All | +91.7% | +42.4% | +49.3% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling