+424.9%
AXP vs FLR
+9.0%
+415.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -2.9% | +6.3% | -9.2% | -4.3% |
| 30D | +3.7% | +1.8% | +1.9% | +3.0% |
| 3M | -4.9% | -4.4% | -0.5% | -4.4% |
| 6M | +4.1% | +15.9% | -11.8% | -1.2% |
| YTD | -11.7% | +27.7% | -39.4% | -18.8% |
| 1Y | -11.7% | +11.6% | -23.3% | -16.3% |
| 3Y | +116.5% | +39.9% | +76.6% | +86.8% |
| 5Y | +89.5% | +127.5% | -38.0% | +42.4% |
| 10Y | +424.9% | +11.6% | +413.3% | +255.3% |
| All | +424.9% | +9.0% | +415.9% | +255.3% |
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