+428.4%
AXP vs FIX
+3,723.8%
-3,295.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -0.6% | -13.9% | +13.3% | +3.2% |
| 30D | +5.0% | -35.5% | +40.5% | +18.9% |
| 3M | -4.2% | -33.9% | +29.7% | +6.6% |
| 6M | +2.9% | -43.3% | +46.3% | +18.6% |
| YTD | -11.6% | +18.7% | -30.2% | -23.7% |
| 1Y | -11.1% | +13.8% | -24.8% | -22.6% |
| 3Y | +116.7% | +495.0% | -378.2% | -14.4% |
| 5Y | +89.6% | +1,049.0% | -959.4% | -46.8% |
| 10Y | +428.4% | +3,644.4% | -3,216.0% | -11.5% |
| All | +428.4% | +3,723.8% | -3,295.4% | -11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling