+1,237.5%
AXP vs FIS
+236.8%
+1,000.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.0% | -1.7% |
| 7D | +0.4% | -21.2% | +21.6% | +10.3% |
| 30D | +7.0% | -12.1% | +19.1% | +10.8% |
| 3M | -6.6% | -30.6% | +24.0% | +9.0% |
| 6M | +3.5% | -35.5% | +38.9% | +24.0% |
| YTD | -11.2% | -54.4% | +43.2% | +27.3% |
| 1Y | -10.2% | -52.9% | +42.7% | +26.5% |
| 3Y | +120.0% | -38.7% | +158.7% | +161.1% |
| 5Y | +95.6% | -70.4% | +166.0% | +223.4% |
| 10Y | +468.1% | -52.8% | +520.9% | +644.1% |
| All | +1,237.5% | +236.8% | +1,000.7% | +575.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling