+105.0%
AXP vs FICO
+81.8%
+23.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +2.8% |
| 7D | +4.6% | +0.4% | +4.2% | +4.5% |
| 30D | +9.7% | +1.7% | +8.1% | +8.8% |
| 3M | -3.8% | -33.0% | +29.3% | +2.6% |
| 6M | +4.8% | -33.9% | +38.7% | +10.2% |
| YTD | -9.1% | -58.5% | +49.4% | +7.2% |
| 1Y | -6.7% | -56.4% | +49.7% | +8.3% |
| 3Y | +125.2% | -24.7% | +149.9% | +111.0% |
| 5Y | +105.0% | +83.1% | +21.9% | +35.9% |
| All | +105.0% | +81.8% | +23.2% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling