+119.7%
AXP vs FLUT
-51.2%
+170.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.6% |
| 7D | +0.4% | +4.8% | -4.4% | -0.8% |
| 30D | +7.0% | +8.8% | -1.8% | +4.7% |
| 3M | -6.6% | -10.7% | +4.1% | -4.7% |
| 6M | +3.5% | -19.7% | +23.2% | +7.2% |
| YTD | -11.2% | -61.4% | +50.2% | +12.2% |
| 1Y | -10.2% | -61.6% | +51.5% | +13.1% |
| All | +119.7% | -51.2% | +170.9% | +175.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling