-1.3%
AXP vs FIGR
-29.9%
+28.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.9% |
| 7D | -0.1% | +11.0% | -11.1% | -0.9% |
| 30D | +4.4% | +0.7% | +3.8% | +4.2% |
| 3M | -6.4% | -20.9% | +14.5% | -5.5% |
| 6M | +4.2% | -37.7% | +41.9% | +6.4% |
| YTD | -12.4% | -38.2% | +25.9% | -11.1% |
| 1Y | -11.1% | -27.1% | +16.0% | -9.9% |
| All | -1.3% | -29.9% | +28.6% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling