+448.7%
AXP vs FISV
+26.2%
+422.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +0.6% | +25.7% | -25.1% | -10.1% |
| 30D | +5.8% | +38.8% | -32.9% | -9.8% |
| 3M | -6.0% | +16.2% | -22.2% | -13.5% |
| 6M | +0.3% | +12.1% | -11.8% | -7.3% |
| YTD | -12.3% | -6.4% | -5.9% | -12.2% |
| 1Y | -11.2% | +2.0% | -13.3% | -15.0% |
| 3Y | +117.0% | -47.4% | +164.5% | +136.7% |
| 5Y | +93.2% | -37.3% | +130.5% | +80.3% |
| All | +448.7% | +26.2% | +422.5% | +287.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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