+114.9%
AXP vs FISV
-47.4%
+162.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.1% |
| 7D | -0.1% | +1.4% | -1.6% | -0.4% |
| 30D | +4.4% | +38.4% | -34.0% | -2.1% |
| 3M | -6.4% | +14.9% | -21.3% | -9.2% |
| 6M | +4.2% | +21.8% | -17.6% | -0.6% |
| YTD | -12.4% | -5.0% | -7.3% | -12.4% |
| 1Y | -11.1% | -1.2% | -9.9% | -11.8% |
| 3Y | +114.9% | -47.5% | +162.4% | +108.6% |
| All | +114.9% | -47.4% | +162.3% | +108.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling