+428.4%
AXP vs FLUT
-25.6%
+454.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -0.6% | -1.5% | +0.8% | -0.4% |
| 30D | +5.0% | +3.4% | +1.5% | +4.3% |
| 3M | -4.2% | -12.5% | +8.2% | -2.7% |
| 6M | +2.9% | -18.5% | +21.4% | +5.2% |
| YTD | -11.6% | -61.6% | +50.0% | +1.3% |
| 1Y | -11.1% | -64.1% | +53.0% | +2.7% |
| 3Y | +116.7% | -44.5% | +161.2% | +135.8% |
| 5Y | +89.6% | -51.3% | +140.9% | +101.3% |
| 10Y | +428.4% | -25.6% | +454.0% | +463.2% |
| All | +428.4% | -25.6% | +454.0% | +463.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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