+124.9%
AXP vs FIX
+488.4%
-363.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -15.1% | +17.3% | +4.8% |
| 7D | +4.6% | -18.9% | +23.5% | +8.1% |
| 30D | +9.7% | -36.3% | +46.0% | +18.2% |
| 3M | -3.8% | -38.5% | +34.7% | +4.0% |
| 6M | +4.8% | -42.3% | +47.1% | +13.5% |
| YTD | -9.1% | +17.1% | -26.2% | -16.7% |
| 1Y | -6.7% | +14.4% | -21.1% | -14.4% |
| All | +124.9% | +488.4% | -363.5% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling