+440.3%
AXP vs FLR
+17.5%
+422.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.3% | -7.2% | -0.8% |
| 7D | -1.1% | +8.5% | -9.6% | -3.1% |
| 30D | +5.2% | -0.7% | +5.9% | +5.1% |
| 3M | -4.6% | -11.7% | +7.1% | -2.4% |
| 6M | +3.2% | +16.2% | -13.0% | -2.0% |
| YTD | -11.3% | +27.0% | -38.3% | -18.4% |
| 1Y | -11.0% | +10.1% | -21.1% | -15.3% |
| 3Y | +120.2% | +46.2% | +74.0% | +88.0% |
| 5Y | +91.7% | +121.4% | -29.7% | +45.0% |
| 10Y | +440.3% | +11.0% | +429.3% | +270.1% |
| All | +440.3% | +17.5% | +422.8% | +270.1% |
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