+89.6%
AXP vs FLEX
+409.9%
-320.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.6% | -5.8% | -2.3% |
| 7D | +0.6% | -19.3% | +19.9% | +5.1% |
| 30D | +5.8% | -41.5% | +47.4% | +18.9% |
| 3M | -6.0% | -43.1% | +37.1% | +5.7% |
| 6M | +0.3% | -48.2% | +48.5% | +12.7% |
| YTD | -12.3% | +15.5% | -27.7% | -28.7% |
| 1Y | -11.2% | +10.2% | -21.5% | -27.0% |
| 3Y | +117.0% | +256.8% | -139.8% | -1.1% |
| All | +89.6% | +409.9% | -320.3% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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