+111.1%
AXP vs FICO
+4.8%
+106.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -16.7% | +15.6% | +1.7% |
| 7D | -2.1% | -19.2% | +17.1% | +1.2% |
| 30D | -6.5% | -14.6% | +8.1% | -4.4% |
| 3M | +4.6% | -20.1% | +24.7% | +7.2% |
| 6M | +5.4% | -36.3% | +41.7% | +12.7% |
| YTD | -11.1% | -44.9% | +33.7% | -2.1% |
| 1Y | -0.3% | -38.6% | +38.3% | +6.1% |
| All | +111.1% | +4.8% | +106.3% | +106.6% |
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