+91.7%
AXP vs FITB
+49.1%
+42.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | -0.5% |
| 7D | -1.1% | -1.1% | 0.0% | -0.4% |
| 30D | +5.2% | +7.3% | -2.1% | +0.7% |
| 3M | -4.6% | -4.0% | -0.6% | -2.3% |
| 6M | +3.2% | +11.9% | -8.7% | -4.2% |
| YTD | -11.3% | +19.0% | -30.3% | -21.1% |
| 1Y | -11.0% | +31.0% | -42.0% | -25.5% |
| 3Y | +120.2% | +143.8% | -23.6% | +27.5% |
| 5Y | +91.7% | +48.9% | +42.8% | +48.4% |
| All | +91.7% | +49.1% | +42.6% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling