-11.1%
AXP vs FND
-24.7%
+13.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.2% |
| 7D | -0.1% | -6.8% | +6.7% | +1.1% |
| 30D | +4.4% | +8.0% | -3.5% | +2.9% |
| 3M | -6.4% | -18.9% | +12.5% | -3.2% |
| 6M | +4.2% | +4.7% | -0.5% | +2.1% |
| YTD | -12.4% | -21.6% | +9.2% | -11.4% |
| 1Y | -11.1% | -22.0% | +10.9% | -10.1% |
| All | -11.1% | -24.7% | +13.6% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling