+120.2%
AXP vs FTV
+37.0%
+83.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | -0.4% |
| 7D | -1.1% | +0.4% | -1.5% | -1.4% |
| 30D | +5.2% | +17.2% | -11.9% | -3.7% |
| 3M | -4.6% | +8.9% | -13.4% | -9.1% |
| 6M | +3.2% | +11.3% | -8.1% | -3.6% |
| YTD | -11.3% | +21.9% | -33.3% | -22.5% |
| 1Y | -11.0% | +31.6% | -42.6% | -26.2% |
| 3Y | +120.2% | +38.1% | +82.1% | +76.0% |
| All | +120.2% | +37.0% | +83.1% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling