+882.2%
AXP vs FN
+3,020.0%
-2,137.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.0% | +8.1% | +3.1% |
| 7D | +4.6% | -7.0% | +11.6% | +5.5% |
| 30D | +9.7% | -24.7% | +34.5% | +14.1% |
| 3M | -3.8% | -35.7% | +31.9% | +1.7% |
| 6M | +4.8% | -52.4% | +57.2% | +14.7% |
| YTD | -9.1% | -25.0% | +15.9% | -10.3% |
| 1Y | -6.7% | -25.7% | +19.0% | -8.3% |
| 3Y | +125.2% | +110.2% | +15.0% | +73.5% |
| 5Y | +105.0% | +192.3% | -87.4% | +44.5% |
| 10Y | +481.5% | +812.3% | -330.8% | +234.1% |
| All | +882.2% | +3,020.0% | -2,137.8% | +378.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling