-57.4%
FIG vs AXP
-11.2%
-46.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | -14.3% | -2.9% | -11.4% | -12.1% |
| 30D | -13.6% | +3.7% | -17.3% | -15.6% |
| 3M | -23.7% | -4.9% | -18.8% | -20.7% |
| 6M | -5.4% | +4.1% | -9.4% | -8.2% |
| YTD | -49.2% | -11.7% | -37.6% | -44.9% |
| 1Y | -57.4% | -11.7% | -45.6% | -54.0% |
| All | -57.4% | -11.2% | -46.2% | -54.0% |
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