+362.0%
AXP vs USFR
+27.5%
+334.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -6.5% | +0.3% | -6.8% | -6.6% |
| 3M | +4.6% | +1.0% | +3.6% | +4.5% |
| 6M | +5.4% | +1.9% | +3.5% | +5.0% |
| YTD | -11.1% | +2.6% | -13.7% | -11.6% |
| 1Y | -0.3% | +4.0% | -4.3% | -1.1% |
| 3Y | +111.6% | +14.1% | +97.5% | +106.1% |
| 5Y | +117.6% | +20.4% | +97.2% | +109.6% |
| 10Y | +474.1% | +28.0% | +446.1% | +449.4% |
| All | +362.0% | +27.5% | +334.5% | +340.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling