+2,063.0%
AXP vs FIX
+12,471.5%
-10,408.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.6% |
| 7D | -2.1% | +6.0% | -8.1% | -3.6% |
| 30D | -6.5% | -7.2% | +0.7% | -5.1% |
| 3M | +4.6% | -15.9% | +20.5% | +7.8% |
| 6M | +5.4% | +12.7% | -7.3% | -0.1% |
| YTD | -11.1% | +72.8% | -83.9% | -25.0% |
| 1Y | -0.3% | +122.9% | -123.2% | -22.3% |
| 3Y | +111.6% | +774.3% | -662.7% | +9.9% |
| 5Y | +117.6% | +2,049.5% | -1,931.9% | -11.3% |
| 10Y | +474.1% | +5,821.5% | -5,347.3% | +77.8% |
| All | +2,063.0% | +12,471.5% | -10,408.4% | +364.8% |
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