-83.9%
FIG vs AXP
+8.6%
-92.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.8% |
| 7D | -11.4% | -0.6% | -10.8% | -10.7% |
| 30D | -17.2% | +5.0% | -22.2% | -19.2% |
| 3M | -26.6% | -4.2% | -22.4% | -24.7% |
| 6M | -9.8% | +2.9% | -12.8% | -11.2% |
| YTD | -50.1% | -11.6% | -38.6% | -47.8% |
| 1Y | -58.1% | -11.1% | -47.0% | -56.3% |
| All | -83.9% | +8.6% | -92.5% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling