+407.0%
AXP vs FTV
+109.2%
+297.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -0.1% | +3.9% | -4.0% | -2.9% |
| 30D | +4.4% | +18.7% | -14.2% | -7.8% |
| 3M | -6.4% | +10.0% | -16.4% | -13.1% |
| 6M | +4.2% | +14.6% | -10.4% | -6.9% |
| YTD | -12.4% | +23.4% | -35.8% | -26.9% |
| 1Y | -11.1% | +31.3% | -42.4% | -29.3% |
| 3Y | +114.9% | +39.8% | +75.1% | +59.6% |
| 5Y | +87.4% | +17.7% | +69.7% | +55.8% |
| All | +407.0% | +109.2% | +297.8% | +175.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling