-11.1%
AXP vs FITB
+30.6%
-41.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.1% |
| 7D | -0.6% | +0.5% | -1.1% | -0.9% |
| 30D | +5.0% | +7.0% | -2.0% | +0.9% |
| 3M | -4.2% | -4.4% | +0.1% | -1.9% |
| 6M | +2.9% | +11.6% | -8.6% | -4.0% |
| YTD | -11.6% | +18.6% | -30.2% | -21.4% |
| 1Y | -11.1% | +29.8% | -40.9% | -27.4% |
| All | -11.1% | +30.6% | -41.7% | -27.4% |
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