+528.8%
AXP vs FTV
+127.5%
+401.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.3% |
| 7D | -2.9% | -0.7% | -2.2% | -2.5% |
| 30D | +3.7% | +18.3% | -14.6% | -8.0% |
| 3M | -4.9% | +10.2% | -15.1% | -11.6% |
| 6M | +4.1% | +12.8% | -8.8% | -5.7% |
| YTD | -11.7% | +23.4% | -35.1% | -26.0% |
| 1Y | -11.7% | +31.4% | -43.2% | -29.5% |
| 3Y | +116.5% | +38.7% | +77.8% | +63.0% |
| 5Y | +89.5% | +18.6% | +70.9% | +57.3% |
| 10Y | +424.9% | +110.1% | +314.8% | +197.5% |
| All | +528.8% | +127.5% | +401.3% | +251.7% |
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