-6.7%
AXP vs FIS
-50.5%
+43.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -23.7% | +25.9% | +6.2% |
| 7D | +4.6% | -18.4% | +23.0% | +6.6% |
| 30D | +9.7% | -11.4% | +21.1% | +9.0% |
| 3M | -3.8% | -32.0% | +28.2% | +3.4% |
| 6M | +4.8% | -35.6% | +40.4% | +14.5% |
| YTD | -9.1% | -53.8% | +44.7% | +17.6% |
| 1Y | -6.7% | -51.1% | +44.4% | +17.1% |
| All | -6.7% | -50.5% | +43.8% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling