+3.5%
AXP vs FFIV
-5.7%
+9.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.2% | -2.3% |
| 7D | +0.4% | -14.2% | +14.6% | +0.4% |
| 30D | +7.0% | -33.6% | +40.7% | +7.0% |
| 3M | -6.6% | -24.2% | +17.6% | -7.3% |
| 6M | +3.5% | -8.3% | +11.7% | +4.5% |
| All | +3.5% | -5.7% | +9.2% | +4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling