+111.1%
AXP vs FITB
+128.4%
-17.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -2.1% | +0.6% | -2.7% | -2.5% |
| 30D | -6.5% | -4.7% | -1.8% | -3.7% |
| 3M | +4.6% | +6.7% | -2.0% | +0.1% |
| 6M | +5.4% | +12.6% | -7.1% | -3.0% |
| YTD | -11.1% | +19.1% | -30.2% | -21.4% |
| 1Y | -0.3% | +22.6% | -22.9% | -13.7% |
| All | +111.1% | +128.4% | -17.3% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling