+114.9%
AXP vs FND
-39.5%
+154.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.3% |
| 7D | -0.1% | -6.8% | +6.7% | +1.4% |
| 30D | +4.4% | +8.0% | -3.5% | +2.4% |
| 3M | -6.4% | -18.9% | +12.5% | -2.3% |
| 6M | +4.2% | +4.7% | -0.5% | +1.4% |
| YTD | -12.4% | -21.6% | +9.2% | -9.3% |
| 1Y | -11.1% | -22.0% | +10.9% | -8.0% |
| 3Y | +114.9% | -40.4% | +155.3% | +127.8% |
| All | +114.9% | -39.5% | +154.4% | +127.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling