+79.8%
F vs AXP
+449.9%
-370.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | 0.0% |
| 7D | +1.6% | +0.6% | +1.0% | +1.2% |
| 30D | +2.6% | +5.8% | -3.2% | -0.9% |
| 3M | -8.8% | -6.0% | -2.8% | -5.4% |
| 6M | +4.6% | +0.3% | +4.3% | +3.5% |
| YTD | -1.9% | -12.3% | +10.4% | +4.8% |
| 1Y | -0.8% | -11.2% | +10.5% | +5.1% |
| 3Y | +43.5% | +117.0% | -73.6% | -17.2% |
| 5Y | -12.1% | +93.2% | -105.2% | -46.2% |
| All | +79.8% | +449.9% | -370.1% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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