+0.3%
AXP vs FRMI
-77.3%
+77.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.5% | -11.5% | -0.1% |
| 7D | +0.6% | +23.3% | -22.7% | +0.5% |
| 30D | -4.3% | -7.6% | +3.3% | -4.3% |
| 3M | +4.7% | +0.2% | +4.5% | +4.5% |
| 6M | +9.0% | -28.7% | +37.7% | +8.6% |
| YTD | -11.1% | -28.6% | +17.5% | -11.0% |
| All | +0.3% | -77.3% | +77.6% | -3.2% |
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