+1,238.3%
AXP vs FIS
+374.5%
+863.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.7% |
| 3M | +4.6% | +2.1% | +2.5% | +2.4% |
| 6M | +5.4% | -14.7% | +20.1% | +12.6% |
| YTD | -11.1% | -35.7% | +24.6% | +10.2% |
| 1Y | -0.3% | -37.1% | +36.8% | +24.6% |
| 3Y | +111.6% | -20.0% | +131.6% | +126.1% |
| 5Y | +117.6% | -62.1% | +179.7% | +227.3% |
| 10Y | +474.1% | -37.4% | +511.5% | +569.8% |
| All | +1,238.3% | +374.5% | +863.7% | +484.4% |
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