-1.1%
AXP vs FRMI
-89.6%
+88.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +26.7% | -25.9% | +0.7% |
| 7D | -0.1% | +66.2% | -66.4% | -0.4% |
| 30D | +4.4% | -17.4% | +21.9% | +4.5% |
| 3M | -6.4% | -60.5% | +54.0% | -6.2% |
| 6M | +4.2% | -56.5% | +60.7% | +4.2% |
| YTD | -12.4% | -67.4% | +55.0% | -12.1% |
| 1Y | -11.1% | -85.1% | +74.0% | -12.2% |
| All | -1.1% | -89.6% | +88.5% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling