+223.7%
AXP vs FOXA
+98.3%
+125.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | -2.9% | -2.4% | -0.5% | -1.7% |
| 30D | +3.7% | +8.6% | -4.9% | -0.6% |
| 3M | -4.9% | +9.9% | -14.8% | -9.8% |
| 6M | +4.1% | +0.8% | +3.2% | +0.9% |
| YTD | -11.7% | -6.1% | -5.6% | -11.7% |
| 1Y | -11.7% | +3.3% | -15.0% | -16.3% |
| 3Y | +116.5% | +133.5% | -17.0% | +29.5% |
| 5Y | +89.5% | +75.8% | +13.7% | +29.8% |
| All | +223.7% | +98.3% | +125.4% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 10y: compounded portfolio wealth divided by compounded FOXA 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…
10y analysis · Full analysis span regression · 6 months rolling