-11.1%
AXP vs USFR
+4.1%
-15.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | +0.2% |
| 7D | -0.6% | +0.1% | -0.7% | +0.4% |
| 30D | +5.0% | +0.4% | +4.6% | +10.5% |
| 3M | -4.2% | +1.1% | -5.3% | +11.7% |
| 6M | +2.9% | +2.1% | +0.9% | +41.6% |
| YTD | -11.6% | +3.4% | -15.0% | +37.9% |
| 1Y | -11.1% | +4.1% | -15.2% | +52.9% |
| All | -11.1% | +4.1% | -15.2% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling