-59.1%
FIG vs AXP
-11.3%
-47.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.9% |
| 7D | -13.1% | +0.6% | -13.7% | -13.0% |
| 30D | -13.0% | +5.8% | -18.8% | -16.2% |
| 3M | -21.5% | -6.0% | -15.5% | -17.7% |
| 6M | -2.5% | +0.3% | -2.8% | -2.8% |
| YTD | -49.7% | -12.3% | -37.4% | -45.3% |
| 1Y | -59.1% | -11.2% | -47.8% | -56.3% |
| All | -59.1% | -11.3% | -47.8% | -56.3% |
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