+120.2%
AXP vs FRSH
-34.6%
+154.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.9% | +1.2% |
| 7D | -1.1% | -15.5% | +14.4% | +1.9% |
| 30D | +5.2% | -13.7% | +19.0% | +7.9% |
| 3M | -4.6% | +1.4% | -6.0% | -5.5% |
| 6M | +3.2% | +36.0% | -32.8% | -4.3% |
| YTD | -11.3% | -2.0% | -9.4% | -12.9% |
| 1Y | -11.0% | +7.3% | -18.3% | -14.5% |
| 3Y | +120.2% | -29.6% | +149.7% | +119.8% |
| All | +120.2% | -34.6% | +154.8% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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