+448.7%
AXP vs USFD
+369.7%
+79.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.1% |
| 7D | +0.6% | +3.0% | -2.4% | -0.9% |
| 30D | +5.8% | +11.1% | -5.2% | +0.5% |
| 3M | -6.0% | -0.3% | -5.7% | -6.4% |
| 6M | +0.3% | +15.9% | -15.6% | -7.7% |
| YTD | -12.3% | +41.6% | -53.9% | -28.0% |
| 1Y | -11.2% | +49.4% | -60.6% | -29.2% |
| 3Y | +117.0% | +157.8% | -40.8% | +31.9% |
| 5Y | +93.2% | +176.6% | -83.5% | +10.6% |
| All | +448.7% | +369.7% | +79.0% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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