+119.7%
AXP vs FIVE
+35.4%
+84.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -1.6% |
| 7D | +0.4% | -1.7% | +2.1% | +0.6% |
| 30D | +7.0% | +14.9% | -7.9% | +4.7% |
| 3M | -6.6% | +7.6% | -14.2% | -7.9% |
| 6M | +3.5% | +6.4% | -3.0% | +1.7% |
| YTD | -11.2% | +28.1% | -39.3% | -15.7% |
| 1Y | -10.2% | +54.7% | -64.9% | -17.5% |
| All | +119.7% | +35.4% | +84.3% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling