-6.7%
AXP vs FRMI
-93.1%
+86.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -10.6% | +12.7% | +2.3% |
| 7D | +4.6% | -39.7% | +44.3% | +5.2% |
| 30D | +9.7% | -55.2% | +64.9% | +10.7% |
| 3M | -3.8% | -71.2% | +67.4% | -2.5% |
| 6M | +4.8% | -64.1% | +68.9% | +5.3% |
| YTD | -9.1% | -77.2% | +68.2% | -8.0% |
| 1Y | -6.7% | -93.2% | +86.5% | -5.7% |
| All | -6.7% | -93.1% | +86.4% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling