+532.7%
AXP vs FTV
+90.8%
+442.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.4% |
| 7D | -2.1% | -4.5% | +2.4% | +1.1% |
| 30D | -6.5% | -7.1% | +0.5% | -1.7% |
| 3M | +4.6% | -7.2% | +11.8% | +9.4% |
| 6M | +5.4% | -1.5% | +6.9% | +5.1% |
| YTD | -11.1% | +3.5% | -14.6% | -15.4% |
| 1Y | -0.3% | +20.3% | -20.7% | -15.5% |
| 3Y | +111.6% | -3.1% | +114.7% | +106.8% |
| 5Y | +117.6% | +2.3% | +115.2% | +100.2% |
| 10Y | +474.1% | +76.3% | +397.8% | +273.1% |
| All | +532.7% | +90.8% | +442.0% | +302.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling