+469.1%
AXP vs FIS
-38.3%
+507.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.6% |
| 7D | -2.1% | +1.1% | -3.2% | -2.7% |
| 30D | -6.5% | -2.2% | -4.3% | -5.6% |
| 3M | +4.6% | +2.1% | +2.5% | +2.3% |
| 6M | +5.4% | -14.7% | +20.1% | +13.0% |
| YTD | -11.1% | -35.7% | +24.6% | +11.5% |
| 1Y | -0.3% | -37.1% | +36.8% | +26.1% |
| 3Y | +111.6% | -20.0% | +131.6% | +124.7% |
| 5Y | +117.6% | -62.1% | +179.7% | +251.4% |
| All | +469.1% | -38.3% | +507.5% | +683.3% |
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