+117.0%
AXP vs FITB
+123.2%
-6.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -0.7% |
| 7D | +0.6% | -1.5% | +2.1% | +1.7% |
| 30D | +5.8% | +5.8% | 0.0% | +1.9% |
| 3M | -6.0% | -6.1% | +0.1% | -2.2% |
| 6M | +0.3% | +5.9% | -5.6% | -4.0% |
| YTD | -12.3% | +16.1% | -28.4% | -21.5% |
| 1Y | -11.2% | +28.8% | -40.1% | -26.1% |
| 3Y | +117.0% | +126.0% | -9.0% | +44.7% |
| All | +117.0% | +123.2% | -6.2% | +44.7% |
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