+524.6%
AXP vs FTV
+119.0%
+405.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +0.6% | +0.2% | +0.4% | +0.4% |
| 30D | +5.8% | +15.7% | -9.8% | -4.6% |
| 3M | -6.0% | +7.5% | -13.5% | -11.1% |
| 6M | +0.3% | +8.5% | -8.2% | -6.5% |
| YTD | -12.3% | +18.8% | -31.1% | -24.5% |
| 1Y | -11.2% | +28.5% | -39.8% | -28.0% |
| 3Y | +117.0% | +34.0% | +83.0% | +67.4% |
| 5Y | +93.2% | +12.6% | +80.6% | +66.5% |
| 10Y | +461.2% | +111.4% | +349.8% | +223.7% |
| All | +524.6% | +119.0% | +405.6% | +258.9% |
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