-6.7%
AXP vs FIVE
+63.3%
-70.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.7% | -4.5% | +1.4% |
| 7D | +4.6% | +7.5% | -2.9% | +3.7% |
| 30D | +9.7% | +16.7% | -7.0% | +7.9% |
| 3M | -3.8% | +13.4% | -17.1% | -5.1% |
| 6M | +4.8% | +9.0% | -4.2% | +4.2% |
| YTD | -9.1% | +33.8% | -42.9% | -14.7% |
| 1Y | -6.7% | +61.2% | -67.9% | -18.3% |
| All | -6.7% | +63.3% | -70.0% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling