+117.0%
AXP vs FLUT
-50.4%
+167.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.6% |
| 7D | -2.1% | -1.6% | -0.5% | -1.7% |
| 30D | -6.5% | +7.7% | -14.3% | -8.6% |
| 3M | +4.6% | -0.7% | +5.4% | +3.7% |
| 6M | +5.4% | -11.2% | +16.6% | +7.0% |
| YTD | -11.1% | -53.4% | +42.3% | +6.6% |
| 1Y | -0.3% | -65.8% | +65.5% | +28.9% |
| 3Y | +111.6% | -44.9% | +156.5% | +138.0% |
| All | +117.0% | -50.4% | +167.4% | +140.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling