+2,112.5%
AXP vs FIX
+8,419.6%
-6,307.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -15.1% | +17.3% | +5.9% |
| 7D | +4.6% | -18.9% | +23.5% | +9.5% |
| 30D | +9.7% | -36.3% | +46.0% | +21.3% |
| 3M | -3.8% | -38.5% | +34.7% | +6.7% |
| 6M | +4.8% | -42.3% | +47.1% | +16.6% |
| YTD | -9.1% | +17.1% | -26.2% | -16.7% |
| 1Y | -6.7% | +14.4% | -21.1% | -14.4% |
| 3Y | +125.2% | +486.7% | -361.5% | +28.0% |
| 5Y | +105.0% | +1,083.7% | -978.8% | -4.2% |
| 10Y | +481.5% | +3,932.4% | -3,451.0% | +96.2% |
| All | +2,112.5% | +8,419.6% | -6,307.1% | +416.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling