-10.9%
AXP vs FIS
-54.5%
+43.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.3% |
| 7D | -1.1% | -29.4% | +28.3% | +4.5% |
| 30D | +5.2% | -16.7% | +22.0% | +5.9% |
| 3M | -4.6% | -33.0% | +28.4% | +2.2% |
| 6M | +3.2% | -33.3% | +36.5% | +10.2% |
| YTD | -11.3% | -56.0% | +44.6% | +15.8% |
| All | -10.9% | -54.5% | +43.7% | +14.9% |
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