+464.9%
AXP vs FISV
-1.0%
+465.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.9% |
| 7D | +0.6% | -1.6% | +2.2% | +1.3% |
| 30D | -4.3% | -3.0% | -1.4% | -3.3% |
| 3M | +4.7% | -3.5% | +8.2% | +4.9% |
| 6M | +9.0% | -19.4% | +28.4% | +18.3% |
| YTD | -11.1% | -24.3% | +13.1% | -0.9% |
| 1Y | +1.3% | -62.4% | +63.7% | +47.4% |
| 3Y | +114.5% | -58.2% | +172.7% | +163.7% |
| 5Y | +118.0% | -56.5% | +174.6% | +153.2% |
| 10Y | +464.9% | -0.5% | +465.5% | +342.8% |
| All | +464.9% | -1.0% | +465.9% | +342.8% |
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