+603.1%
AXP vs FIVE
+868.1%
-265.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.2% | -2.4% |
| 7D | -2.1% | +4.3% | -6.4% | -3.2% |
| 30D | -6.5% | +12.5% | -19.1% | -9.5% |
| 3M | +4.6% | +31.2% | -26.6% | -2.7% |
| 6M | +5.4% | +14.4% | -8.9% | +0.5% |
| YTD | -11.1% | +33.9% | -45.0% | -18.7% |
| 1Y | -0.3% | +65.1% | -65.4% | -14.0% |
| 3Y | +111.6% | +49.0% | +62.6% | +75.2% |
| 5Y | +117.6% | +30.3% | +87.3% | +80.0% |
| 10Y | +474.1% | +481.1% | -7.0% | +238.6% |
| All | +603.1% | +868.1% | -265.0% | +280.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling