+356.1%
AXP vs USFR
+28.5%
+327.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +5.8% | +0.4% | +5.4% | +5.8% |
| 3M | -6.0% | +1.1% | -7.1% | -6.2% |
| 6M | +0.3% | +2.1% | -1.8% | -0.1% |
| YTD | -12.3% | +3.4% | -15.7% | -12.8% |
| 1Y | -11.2% | +4.1% | -15.4% | -11.9% |
| 3Y | +117.0% | +14.4% | +102.6% | +111.3% |
| 5Y | +93.2% | +21.3% | +71.8% | +85.8% |
| 10Y | +461.2% | +28.5% | +432.7% | +436.4% |
| All | +356.1% | +28.5% | +327.6% | +333.8% |
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