+95.6%
AXP vs FIX
+929.6%
-834.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -11.6% | +9.3% | +0.3% |
| 7D | +0.4% | -27.2% | +27.6% | +7.2% |
| 30D | +7.0% | -46.9% | +54.0% | +22.6% |
| 3M | -6.6% | -44.4% | +37.8% | +5.2% |
| 6M | +3.5% | -50.9% | +54.4% | +18.8% |
| YTD | -11.2% | +3.5% | -14.7% | -18.2% |
| 1Y | -10.2% | -2.1% | -8.0% | -16.3% |
| 3Y | +120.0% | +418.7% | -298.7% | +5.6% |
| 5Y | +95.6% | +894.6% | -799.0% | -34.2% |
| All | +95.6% | +929.6% | -834.0% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling