-84.0%
FIG vs AXP
+9.1%
-93.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.3% | -14.4% | -15.2% |
| 7D | -17.4% | +0.4% | -17.8% | -17.2% |
| 30D | -15.9% | +7.0% | -22.9% | -18.9% |
| 3M | -34.5% | -6.6% | -27.9% | -31.6% |
| 6M | -5.0% | +3.5% | -8.5% | -6.8% |
| YTD | -50.7% | -11.2% | -39.5% | -48.4% |
| 1Y | -58.1% | -10.2% | -47.9% | -56.5% |
| All | -84.0% | +9.1% | -93.2% | -84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling