+1,724.8%
AXP vs FLUT
+1,685.4%
+39.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.4% |
| 7D | +0.4% | +4.8% | -4.4% | 0.0% |
| 30D | +7.0% | +8.8% | -1.8% | +6.3% |
| 3M | -6.6% | -10.7% | +4.1% | -6.0% |
| 6M | +3.5% | -19.7% | +23.2% | +4.7% |
| YTD | -11.2% | -61.4% | +50.2% | -5.4% |
| 1Y | -10.2% | -61.6% | +51.5% | -4.3% |
| 3Y | +120.0% | -51.4% | +171.5% | +130.7% |
| 5Y | +95.6% | -51.0% | +146.6% | +102.3% |
| 10Y | +468.1% | -25.2% | +493.3% | +479.6% |
| All | +1,724.8% | +1,685.4% | +39.4% | +1,758.1% |
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