+407.0%
AXP vs FLR
+7.4%
+399.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -0.1% | +5.4% | -5.5% | -1.4% |
| 30D | +4.4% | +2.8% | +1.6% | +3.5% |
| 3M | -6.4% | -6.4% | 0.0% | -5.5% |
| 6M | +4.2% | +8.8% | -4.6% | +0.4% |
| YTD | -12.4% | +23.6% | -36.0% | -18.8% |
| 1Y | -11.1% | +13.8% | -24.9% | -16.0% |
| 3Y | +114.9% | +36.5% | +78.4% | +86.4% |
| 5Y | +87.4% | +119.3% | -31.9% | +42.1% |
| All | +407.0% | +7.4% | +399.6% | +254.7% |
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