+440.3%
AXP vs FISV
+30.8%
+409.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.6% |
| 7D | -1.1% | +22.3% | -23.4% | -10.4% |
| 30D | +5.2% | +39.2% | -34.0% | -10.5% |
| 3M | -4.6% | +21.2% | -25.8% | -13.8% |
| 6M | +3.2% | +14.5% | -11.3% | -5.6% |
| YTD | -11.3% | -5.4% | -5.9% | -11.7% |
| 1Y | -11.0% | -0.3% | -10.7% | -13.8% |
| 3Y | +120.2% | -46.8% | +167.0% | +138.7% |
| 5Y | +91.7% | -36.2% | +128.0% | +77.1% |
| 10Y | +440.3% | +26.4% | +413.9% | +278.7% |
| All | +440.3% | +30.8% | +409.6% | +278.7% |
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