-6.7%
AXP vs FITB
+36.9%
-43.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.3% |
| 7D | +4.6% | +2.3% | +2.3% | +3.2% |
| 30D | +9.7% | +7.7% | +2.0% | +5.0% |
| 3M | -3.8% | -4.5% | +0.7% | -1.3% |
| 6M | +4.8% | +12.5% | -7.7% | -2.8% |
| YTD | -9.1% | +19.8% | -28.9% | -19.7% |
| 1Y | -6.7% | +34.1% | -40.8% | -26.0% |
| All | -6.7% | +36.9% | -43.6% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling