-11.2%
AXP vs USFD
+46.1%
-57.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | +0.6% | +3.0% | -2.4% | +0.4% |
| 30D | +5.8% | +11.1% | -5.2% | +5.3% |
| 3M | -6.0% | -0.3% | -5.7% | -6.2% |
| 6M | +0.3% | +15.9% | -15.6% | 0.0% |
| YTD | -12.3% | +41.6% | -53.9% | -15.0% |
| 1Y | -11.2% | +49.4% | -60.6% | -15.3% |
| All | -11.2% | +46.1% | -57.4% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling