+3.1%
USFD vs AXTX
-73.9%
+76.9%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -11.7% | +10.2% | -1.6% |
| 7D | -8.0% | +28.3% | -36.3% | -7.6% |
| 30D | -13.1% | -33.9% | +20.9% | -13.1% |
| 3M | +6.5% | -72.3% | +78.8% | +7.7% |
| All | +3.1% | -73.9% | +76.9% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTX.
Daily Out/Under-Performance
Portfolio return minus AXTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTX 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 AXTX 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 · Available span rolling