+469.1%
AXP vs FICO
+605.7%
-136.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -16.7% | +15.6% | +4.6% |
| 7D | -2.1% | -19.2% | +17.1% | +4.7% |
| 30D | -6.5% | -14.6% | +8.1% | -2.3% |
| 3M | +4.6% | -20.1% | +24.7% | +10.1% |
| 6M | +5.4% | -36.3% | +41.7% | +18.2% |
| YTD | -11.1% | -44.9% | +33.7% | +4.9% |
| 1Y | -0.3% | -38.6% | +38.3% | +10.8% |
| 3Y | +111.6% | +4.0% | +107.6% | +76.6% |
| 5Y | +117.6% | +99.5% | +18.0% | +28.0% |
| All | +469.1% | +605.7% | -136.6% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling