+89.7%
AXP vs FIVE
+20.4%
+69.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -0.6% | +7.3% | -8.0% | -2.2% |
| 30D | +5.0% | +18.1% | -13.1% | +1.2% |
| 3M | -4.2% | +7.7% | -12.0% | -6.1% |
| 6M | +2.9% | +13.6% | -10.7% | -0.9% |
| YTD | -11.6% | +34.6% | -46.2% | -18.5% |
| 1Y | -11.1% | +66.2% | -77.3% | -22.0% |
| 3Y | +116.7% | +43.5% | +73.3% | +86.3% |
| All | +89.7% | +20.4% | +69.3% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling