+489.8%
AXP vs USFD
+353.3%
+136.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.5% | -6.3% | -1.7% |
| 7D | +4.6% | +7.8% | -3.2% | +0.8% |
| 30D | +9.7% | +16.2% | -6.4% | +2.1% |
| 3M | -3.8% | +11.0% | -14.8% | -9.0% |
| 6M | +4.8% | +20.7% | -15.9% | -5.4% |
| YTD | -9.1% | +46.0% | -55.0% | -26.3% |
| 1Y | -6.7% | +49.8% | -56.5% | -25.5% |
| 3Y | +125.2% | +167.3% | -42.1% | +35.1% |
| 5Y | +105.0% | +197.2% | -92.2% | +14.1% |
| 10Y | +481.5% | +389.9% | +91.6% | +146.9% |
| All | +489.8% | +353.3% | +136.5% | +155.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling