-1.9%
AXP vs FRMI
-91.8%
+89.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +13.8% | -15.4% | -1.6% |
| 7D | -2.1% | +34.6% | -36.8% | -2.3% |
| 30D | +2.7% | -44.6% | +47.3% | +2.8% |
| 3M | -7.3% | -72.9% | +65.6% | -6.9% |
| 6M | +1.8% | -62.3% | +64.1% | +1.9% |
| YTD | -13.1% | -74.3% | +61.2% | -12.7% |
| 1Y | -13.7% | -90.5% | +76.8% | -15.1% |
| All | -1.9% | -91.8% | +89.9% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling