+119.7%
AXP vs FN
+80.0%
+39.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -14.2% | +12.0% | -0.7% |
| 7D | +0.4% | -16.0% | +16.4% | +2.0% |
| 30D | +7.0% | -40.1% | +47.1% | +12.8% |
| 3M | -6.6% | -43.9% | +37.3% | -1.4% |
| 6M | +3.5% | -55.6% | +59.1% | +11.3% |
| YTD | -11.2% | -35.7% | +24.5% | -12.0% |
| 1Y | -10.2% | -39.8% | +29.7% | -10.3% |
| All | +119.7% | +80.0% | +39.7% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling