+86.1%
AXP vs FIS
-71.2%
+157.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | -0.6% |
| 7D | -0.1% | +2.8% | -2.9% | -1.2% |
| 30D | +4.4% | -16.7% | +21.2% | +8.5% |
| 3M | -6.4% | -32.3% | +25.9% | +4.8% |
| 6M | +4.2% | -29.1% | +33.2% | +13.8% |
| YTD | -12.4% | -54.1% | +41.8% | +12.8% |
| 1Y | -11.1% | -53.7% | +42.6% | +14.0% |
| 3Y | +114.9% | -38.8% | +153.7% | +144.4% |
| All | +86.1% | -71.2% | +157.4% | +169.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling