+95.6%
F vs AXP
+474.4%
-378.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +2.1% |
| 7D | +5.3% | -2.1% | +7.4% | +6.7% |
| 30D | +4.6% | -6.5% | +11.1% | +9.0% |
| 3M | -3.7% | +4.6% | -8.3% | -6.9% |
| 6M | +16.8% | +5.4% | +11.4% | +12.1% |
| YTD | +15.3% | -11.1% | +26.4% | +22.2% |
| 1Y | +31.0% | -0.3% | +31.3% | +28.7% |
| 3Y | +45.4% | +111.6% | -66.1% | -14.2% |
| 5Y | +54.7% | +117.6% | -62.9% | -12.1% |
| All | +95.6% | +474.4% | -378.8% | -35.4% |
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