+116.7%
AXP vs FLR
+47.2%
+69.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -0.6% | +5.1% | -5.7% | -1.7% |
| 30D | +5.0% | -0.5% | +5.4% | +4.9% |
| 3M | -4.2% | -3.5% | -0.8% | -4.0% |
| 6M | +2.9% | +16.5% | -13.5% | -2.3% |
| YTD | -11.6% | +27.3% | -38.9% | -19.0% |
| 1Y | -11.1% | +10.6% | -21.7% | -15.6% |
| 3Y | +116.7% | +39.4% | +77.4% | +76.7% |
| All | +116.7% | +47.2% | +69.5% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling