+448.7%
AXP vs FN
+753.0%
-304.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.7% | -12.9% | -3.4% |
| 7D | +0.6% | 0.0% | +0.6% | -0.1% |
| 30D | +5.8% | -34.3% | +40.1% | +13.5% |
| 3M | -6.0% | -39.9% | +33.8% | +1.4% |
| 6M | +0.3% | -51.8% | +52.1% | +11.0% |
| YTD | -12.3% | -28.1% | +15.9% | -14.0% |
| 1Y | -11.2% | -29.1% | +17.8% | -13.4% |
| 3Y | +117.0% | +102.4% | +14.6% | +49.9% |
| 5Y | +93.2% | +171.7% | -78.5% | +17.1% |
| All | +448.7% | +753.0% | -304.3% | +150.5% |
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