+1,725.9%
AXP vs FLUT
+2,054.3%
-328.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.9% |
| 7D | -2.1% | -1.6% | -0.5% | -2.0% |
| 30D | -6.5% | +7.7% | -14.3% | -7.1% |
| 3M | +4.6% | -0.7% | +5.4% | +4.4% |
| 6M | +5.4% | -11.2% | +16.6% | +5.9% |
| YTD | -11.1% | -53.4% | +42.3% | -6.5% |
| 1Y | -0.3% | -65.8% | +65.5% | +6.9% |
| 3Y | +111.6% | -44.9% | +156.5% | +119.6% |
| 5Y | +117.6% | -49.7% | +167.3% | +123.0% |
| 10Y | +474.1% | -9.7% | +483.8% | +478.2% |
| All | +1,725.9% | +2,054.3% | -328.4% | +1,735.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling