+117.0%
AXP vs FOXA
+89.1%
+27.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | +0.2% |
| 7D | -2.1% | -4.0% | +1.8% | -0.5% |
| 30D | -6.5% | +12.0% | -18.5% | -11.1% |
| 3M | +4.6% | +0.3% | +4.4% | +2.8% |
| 6M | +5.4% | +12.5% | -7.1% | -2.7% |
| YTD | -11.1% | -9.6% | -1.5% | -8.8% |
| 1Y | -0.3% | +8.6% | -8.9% | -7.4% |
| 3Y | +111.6% | +118.5% | -7.0% | +38.9% |
| All | +117.0% | +89.1% | +27.9% | +46.2% |
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