+95.6%
AXP vs FFIV
+39.3%
+56.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.2% | -0.3% |
| 7D | +0.4% | -14.2% | +14.6% | +5.8% |
| 30D | +7.0% | -33.6% | +40.7% | +22.2% |
| 3M | -6.6% | -24.2% | +17.6% | +0.5% |
| 6M | +3.5% | -8.3% | +11.7% | +1.5% |
| YTD | -11.2% | +22.1% | -33.3% | -24.5% |
| 1Y | -10.2% | +26.5% | -36.6% | -25.0% |
| 3Y | +120.0% | +102.3% | +17.7% | +43.7% |
| 5Y | +95.6% | +40.6% | +54.9% | +33.2% |
| All | +95.6% | +39.3% | +56.3% | +33.2% |
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