+469.1%
AXP vs RACE
+818.0%
-348.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.2% |
| 7D | -2.1% | -2.5% | +0.4% | -1.0% |
| 30D | -6.5% | +0.8% | -7.3% | -7.0% |
| 3M | +4.6% | +17.2% | -12.5% | -3.2% |
| 6M | +5.4% | +13.6% | -8.2% | -1.6% |
| YTD | -11.1% | +12.2% | -23.3% | -17.2% |
| 1Y | -0.3% | -16.3% | +16.0% | +5.6% |
| 3Y | +111.6% | +36.4% | +75.1% | +66.3% |
| 5Y | +117.6% | +95.0% | +22.6% | +37.5% |
| All | +469.1% | +818.0% | -348.8% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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