+4.8%
AXP vs FIX
-41.5%
+46.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -15.1% | +17.3% | +2.8% |
| 7D | +4.6% | -18.9% | +23.5% | +5.7% |
| 30D | +9.7% | -36.3% | +46.0% | +12.3% |
| 3M | -3.8% | -38.5% | +34.7% | -1.4% |
| 6M | +4.8% | -42.3% | +47.1% | +6.2% |
| All | +4.8% | -41.5% | +46.3% | +6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling