+440.3%
AXP vs USFR
+28.5%
+411.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +5.2% | +0.4% | +4.9% | +5.0% |
| 3M | -4.6% | +1.1% | -5.6% | -5.1% |
| 6M | +3.2% | +2.0% | +1.2% | +2.1% |
| YTD | -11.3% | +3.4% | -14.8% | -13.0% |
| 1Y | -11.0% | +4.1% | -15.1% | -13.1% |
| 3Y | +120.2% | +14.3% | +105.8% | +102.0% |
| 5Y | +91.7% | +21.3% | +70.4% | +68.2% |
| 10Y | +440.3% | +28.5% | +411.9% | +364.7% |
| All | +440.3% | +28.5% | +411.9% | +364.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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