+440.3%
AXP vs FIS
-54.6%
+494.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.7% |
| 7D | -1.1% | -29.4% | +28.3% | +15.0% |
| 30D | +5.2% | -16.7% | +22.0% | +11.6% |
| 3M | -4.6% | -33.0% | +28.4% | +13.3% |
| 6M | +3.2% | -33.3% | +36.5% | +21.7% |
| YTD | -11.3% | -56.0% | +44.6% | +31.1% |
| 1Y | -11.0% | -54.6% | +43.6% | +29.1% |
| 3Y | +120.2% | -40.6% | +160.8% | +162.7% |
| 5Y | +91.7% | -71.9% | +163.7% | +245.4% |
| 10Y | +440.3% | -55.3% | +495.7% | +730.8% |
| All | +440.3% | -54.6% | +494.9% | +730.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling