+6,556.7%
AXP vs FLEX
+4,545.3%
+2,011.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.6% | +11.3% | +1.1% |
| 7D | +0.4% | -28.3% | +28.7% | +8.3% |
| 30D | +7.0% | -45.0% | +52.1% | +22.4% |
| 3M | -6.6% | -45.2% | +38.7% | +6.2% |
| 6M | +3.5% | -30.8% | +34.3% | +6.5% |
| YTD | -11.2% | +10.4% | -21.6% | -20.2% |
| 1Y | -10.2% | +2.3% | -12.4% | -18.0% |
| 3Y | +120.0% | +238.9% | -118.8% | +43.9% |
| 5Y | +95.6% | +386.0% | -290.4% | +15.6% |
| 10Y | +468.1% | +551.1% | -83.0% | +191.8% |
| All | +6,556.7% | +4,545.3% | +2,011.4% | +2,355.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling