+6,606.2%
AXP vs FITB
+2,803.0%
+3,803.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.3% |
| 7D | +0.4% | -1.8% | +2.2% | +1.2% |
| 30D | +7.0% | +4.8% | +2.2% | +4.9% |
| 3M | -6.6% | -6.4% | -0.2% | -3.9% |
| 6M | +3.5% | +7.9% | -4.5% | -0.1% |
| YTD | -11.2% | +17.0% | -28.2% | -17.2% |
| 1Y | -10.2% | +29.9% | -40.1% | -19.9% |
| 3Y | +120.0% | +124.8% | -4.8% | +55.4% |
| 5Y | +95.6% | +46.4% | +49.1% | +63.0% |
| 10Y | +468.1% | +258.1% | +210.0% | +221.0% |
| All | +6,606.2% | +2,803.0% | +3,803.2% | +1,064.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling