-11.2%
AXP vs FIVE
+55.9%
-67.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | +5.8% | +17.7% | -11.8% | +4.1% |
| 3M | -6.0% | +4.0% | -10.0% | -6.5% |
| 6M | +0.3% | +2.6% | -2.3% | +0.6% |
| YTD | -12.3% | +27.6% | -39.8% | -17.8% |
| 1Y | -11.2% | +59.9% | -71.2% | -24.7% |
| All | -11.2% | +55.9% | -67.1% | -24.7% |
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