+1,181.5%
AXP vs FFIV
+7,518.9%
-6,337.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -2.1% | -1.0% | -1.2% | -2.0% |
| 30D | -6.5% | -5.1% | -1.5% | -5.8% |
| 3M | +4.6% | -4.5% | +9.1% | +5.2% |
| 6M | +5.4% | +36.5% | -31.0% | -0.7% |
| YTD | -11.1% | +53.0% | -64.1% | -18.1% |
| 1Y | -0.3% | +24.2% | -24.5% | -4.9% |
| 3Y | +111.6% | +137.2% | -25.6% | +80.2% |
| 5Y | +117.6% | +91.8% | +25.8% | +91.2% |
| 10Y | +474.1% | +215.2% | +258.9% | +363.2% |
| All | +1,181.5% | +7,518.9% | -6,337.4% | +438.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling