-11.2%
AXP vs FTI
+49.9%
-61.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.4% | -1.1% |
| 7D | +0.6% | -7.6% | +8.2% | +0.2% |
| 30D | +5.8% | -7.1% | +13.0% | +5.5% |
| 3M | -6.0% | -8.7% | +2.7% | -6.3% |
| 6M | +0.3% | -14.0% | +14.3% | +0.3% |
| YTD | -12.3% | +42.8% | -55.1% | -23.4% |
| 1Y | -11.2% | +50.4% | -61.6% | -24.7% |
| All | -11.2% | +49.9% | -61.2% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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