-83.6%
FIG vs AXP
+6.8%
-90.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.7% |
| 7D | +2.6% | -2.1% | +4.7% | +4.0% |
| 30D | -13.1% | +2.7% | -15.7% | -14.0% |
| 3M | -20.3% | -7.3% | -13.1% | -16.6% |
| 6M | -2.1% | +1.8% | -3.9% | -2.9% |
| YTD | -49.4% | -13.1% | -36.3% | -46.4% |
| 1Y | -57.0% | -13.7% | -43.3% | -54.7% |
| All | -83.6% | +6.8% | -90.4% | -83.5% |
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