+86.1%
AXP vs FOXA
+76.9%
+9.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -0.8% |
| 7D | -0.1% | +2.7% | -2.8% | -1.2% |
| 30D | +4.4% | +10.0% | -5.5% | +0.3% |
| 3M | -6.4% | +5.0% | -11.4% | -8.7% |
| 6M | +4.2% | +3.4% | +0.8% | +0.7% |
| YTD | -12.4% | -5.5% | -6.9% | -11.9% |
| 1Y | -11.1% | +5.5% | -16.6% | -15.6% |
| 3Y | +114.9% | +139.3% | -24.4% | +34.2% |
| All | +86.1% | +76.9% | +9.2% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling