+117.0%
AXP vs FLR
+27.4%
+89.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.6% | -1.9% |
| 7D | +0.6% | -0.8% | +1.4% | +0.7% |
| 30D | +5.8% | -9.1% | +14.9% | +7.8% |
| 3M | -6.0% | -4.7% | -1.4% | -6.0% |
| 6M | +0.3% | -14.2% | +14.5% | +2.0% |
| YTD | -12.3% | +17.3% | -29.5% | -18.1% |
| 1Y | -11.2% | +4.3% | -15.5% | -14.7% |
| 3Y | +117.0% | +30.7% | +86.3% | +80.6% |
| All | +117.0% | +27.4% | +89.6% | +80.6% |
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