+6,610.0%
AXP vs FITB
+2,855.6%
+3,754.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -2.1% | +0.6% | -2.7% | -2.4% |
| 30D | -6.5% | -4.7% | -1.8% | -4.6% |
| 3M | +4.6% | +6.7% | -2.0% | +1.7% |
| 6M | +5.4% | +12.6% | -7.1% | -0.1% |
| YTD | -11.1% | +19.1% | -30.2% | -17.8% |
| 1Y | -0.3% | +22.6% | -22.9% | -9.0% |
| 3Y | +111.6% | +127.1% | -15.5% | +48.4% |
| 5Y | +117.6% | +71.8% | +45.8% | +69.6% |
| 10Y | +474.1% | +287.2% | +186.9% | +214.7% |
| All | +6,610.0% | +2,855.6% | +3,754.4% | +1,056.0% |
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