+465.4%
AXP vs FLR
+18.9%
+446.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.6% |
| 7D | -2.1% | +5.4% | -7.5% | -3.3% |
| 30D | -6.5% | +11.4% | -17.9% | -9.4% |
| 3M | +4.6% | +11.4% | -6.8% | +1.0% |
| 6M | +5.4% | +16.6% | -11.2% | -0.2% |
| YTD | -11.1% | +41.7% | -52.8% | -19.8% |
| 1Y | -0.3% | +35.4% | -35.7% | -9.5% |
| 3Y | +111.6% | +57.3% | +54.3% | +78.3% |
| 5Y | +117.6% | +241.0% | -123.4% | +49.3% |
| All | +465.4% | +18.9% | +446.6% | +289.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling