-0.3%
AXP vs FIX
+128.3%
-128.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.3% |
| 7D | -2.1% | +6.0% | -8.1% | -2.6% |
| 30D | -6.5% | -7.2% | +0.7% | -6.0% |
| 3M | +4.6% | -15.9% | +20.5% | +5.6% |
| 6M | +5.4% | +12.7% | -7.3% | +3.2% |
| YTD | -11.1% | +72.8% | -83.9% | -15.4% |
| 1Y | -0.3% | +122.9% | -123.2% | -5.8% |
| All | -0.3% | +128.3% | -128.6% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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