+117.0%
AXP vs FND
-60.2%
+177.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.6% |
| 7D | -2.1% | -5.2% | +3.1% | -0.8% |
| 30D | -6.5% | -19.9% | +13.3% | -1.1% |
| 3M | +4.6% | +2.7% | +1.9% | +2.8% |
| 6M | +5.4% | -21.7% | +27.1% | +10.9% |
| YTD | -11.1% | -17.5% | +6.4% | -8.5% |
| 1Y | -0.3% | -39.3% | +39.0% | +11.4% |
| 3Y | +111.6% | -49.8% | +161.3% | +137.4% |
| All | +117.0% | -60.2% | +177.2% | +134.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling