+448.7%
AXP vs FITB
+247.4%
+201.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -0.7% |
| 7D | +0.6% | -1.5% | +2.1% | +1.6% |
| 30D | +5.8% | +5.8% | 0.0% | +2.0% |
| 3M | -6.0% | -6.1% | +0.1% | -2.3% |
| 6M | +0.3% | +5.9% | -5.6% | -3.8% |
| YTD | -12.3% | +16.1% | -28.4% | -21.0% |
| 1Y | -11.2% | +28.8% | -40.1% | -25.3% |
| 3Y | +117.0% | +126.0% | -9.0% | +26.3% |
| 5Y | +93.2% | +45.3% | +47.9% | +44.4% |
| All | +448.7% | +247.4% | +201.3% | +112.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling