+469.1%
AXP vs FN
+900.0%
-430.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.7% |
| 7D | -2.1% | -1.7% | -0.4% | -1.8% |
| 30D | -6.5% | -22.0% | +15.4% | -2.7% |
| 3M | +4.6% | -43.0% | +47.7% | +14.9% |
| 6M | +5.4% | -27.7% | +33.2% | +7.5% |
| YTD | -11.1% | -10.5% | -0.6% | -15.1% |
| 1Y | -0.3% | +12.5% | -12.8% | -11.1% |
| 3Y | +111.6% | +153.8% | -42.2% | +42.2% |
| 5Y | +117.6% | +288.0% | -170.4% | +23.5% |
| All | +469.1% | +900.0% | -430.9% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling