+455.5%
AXP vs USFD
+370.5%
+85.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.0% |
| 7D | +0.4% | +3.9% | -3.5% | -1.6% |
| 30D | +7.0% | +10.7% | -3.7% | +1.8% |
| 3M | -6.6% | +6.3% | -12.9% | -9.9% |
| 6M | +3.5% | +16.2% | -12.8% | -5.0% |
| YTD | -11.2% | +41.9% | -53.0% | -27.2% |
| 1Y | -10.2% | +44.2% | -54.4% | -27.1% |
| 3Y | +120.0% | +159.8% | -39.7% | +33.2% |
| 5Y | +95.6% | +177.1% | -81.5% | +11.9% |
| All | +455.5% | +370.5% | +85.0% | +141.9% |
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