+6,763.5%
AXP vs FICO
+78,251.7%
-71,488.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +2.9% |
| 7D | +4.6% | +0.4% | +4.2% | +4.5% |
| 30D | +9.7% | +1.7% | +8.1% | +8.7% |
| 3M | -3.8% | -33.0% | +29.3% | +2.9% |
| 6M | +4.8% | -33.9% | +38.7% | +11.0% |
| YTD | -9.1% | -58.5% | +49.4% | +6.1% |
| 1Y | -6.7% | -56.4% | +49.7% | +7.4% |
| 3Y | +125.2% | -24.7% | +149.9% | +121.1% |
| 5Y | +105.0% | +83.1% | +21.9% | +59.5% |
| 10Y | +481.5% | +517.2% | -35.7% | +244.2% |
| All | +6,763.5% | +78,251.7% | -71,488.3% | +2,272.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling