+124.9%
AXP vs FICO
-24.7%
+149.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +2.6% |
| 7D | +4.6% | +0.4% | +4.2% | +4.5% |
| 30D | +9.7% | +1.7% | +8.1% | +9.1% |
| 3M | -3.8% | -33.0% | +29.3% | +0.9% |
| 6M | +4.8% | -33.9% | +38.7% | +8.6% |
| YTD | -9.1% | -58.5% | +49.4% | +3.4% |
| 1Y | -6.7% | -56.4% | +49.7% | +4.8% |
| All | +124.9% | -24.7% | +149.5% | +143.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling