+111.1%
AXP vs FTI
+314.3%
-203.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.1% | +5.3% | -7.4% | -3.4% |
| 30D | -6.5% | +15.3% | -21.9% | -10.1% |
| 3M | +4.6% | +15.8% | -11.1% | -0.1% |
| 6M | +5.4% | +22.6% | -17.2% | -1.9% |
| YTD | -11.1% | +79.5% | -90.7% | -27.3% |
| 1Y | -0.3% | +102.0% | -102.3% | -21.9% |
| All | +111.1% | +314.3% | -203.3% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling