-55.8%
FIG vs AXP
+1.4%
-57.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -3.6% |
| 7D | -16.3% | -2.1% | -14.2% | -15.1% |
| 30D | -14.3% | -6.5% | -7.8% | -10.2% |
| 3M | +7.2% | +4.6% | +2.5% | +3.2% |
| 6M | -18.6% | +5.4% | -24.0% | -21.7% |
| YTD | -35.5% | -11.1% | -24.3% | -31.1% |
| 1Y | -55.8% | -0.3% | -55.5% | -54.6% |
| All | -55.8% | +1.4% | -57.2% | -54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling