-6.7%
AXP vs FTV
+37.8%
-44.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +1.4% |
| 7D | +4.6% | +6.6% | -2.0% | +2.3% |
| 30D | +9.7% | +19.1% | -9.4% | +3.3% |
| 3M | -3.8% | +13.1% | -16.9% | -7.8% |
| 6M | +4.8% | +14.0% | -9.2% | -0.2% |
| YTD | -9.1% | +24.2% | -33.3% | -16.2% |
| 1Y | -6.7% | +36.4% | -43.1% | -21.2% |
| All | -6.7% | +37.8% | -44.5% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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