-0.5%
AXP vs FIGR
-32.8%
+32.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.8% | -0.4% |
| 7D | -2.9% | +5.1% | -7.9% | -3.3% |
| 30D | +3.7% | -15.0% | +18.7% | +4.7% |
| 3M | -4.9% | -13.1% | +8.2% | -4.7% |
| 6M | +4.1% | -37.9% | +42.0% | +6.4% |
| YTD | -11.7% | -40.8% | +29.1% | -10.1% |
| 1Y | -11.7% | -33.1% | +21.4% | -10.1% |
| All | -0.5% | -32.8% | +32.3% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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