+476.7%
AXP vs USFD
+329.0%
+147.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.9% |
| 7D | -2.1% | -3.0% | +0.9% | -0.8% |
| 30D | -6.5% | +3.5% | -10.1% | -8.3% |
| 3M | +4.6% | +26.6% | -21.9% | -7.0% |
| 6M | +5.4% | +11.7% | -6.3% | -1.1% |
| YTD | -11.1% | +38.1% | -49.2% | -25.8% |
| 1Y | -0.3% | +33.4% | -33.7% | -15.5% |
| 3Y | +111.6% | +155.8% | -44.2% | +29.8% |
| 5Y | +117.6% | +214.0% | -96.5% | +18.3% |
| 10Y | +474.1% | +320.4% | +153.8% | +153.2% |
| All | +476.7% | +329.0% | +147.6% | +157.2% |
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 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