+105.6%
AXP vs FRSH
-72.1%
+177.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.4% |
| 7D | -2.9% | -8.9% | +6.0% | -1.3% |
| 30D | +3.7% | -13.2% | +16.9% | +6.1% |
| 3M | -4.9% | +0.9% | -5.8% | -5.6% |
| 6M | +4.1% | +40.3% | -36.2% | -3.4% |
| YTD | -11.7% | -1.4% | -10.3% | -13.3% |
| 1Y | -11.7% | +3.8% | -15.5% | -14.3% |
| 3Y | +116.5% | -30.8% | +147.3% | +119.9% |
| 5Y | +89.5% | -68.5% | +158.1% | +89.0% |
| All | +105.6% | -72.1% | +177.7% | +106.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling