+117.0%
AXP vs FLUT
-52.0%
+169.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | +0.6% | -1.1% | +1.7% | +0.8% |
| 30D | +5.8% | +7.7% | -1.9% | +3.7% |
| 3M | -6.0% | -12.2% | +6.1% | -3.7% |
| 6M | +0.3% | -17.6% | +17.9% | +3.1% |
| YTD | -12.3% | -62.0% | +49.7% | +11.3% |
| 1Y | -11.2% | -62.3% | +51.0% | +12.2% |
| 3Y | +117.0% | -52.0% | +169.0% | +173.4% |
| All | +117.0% | -52.0% | +169.0% | +173.4% |
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