+455.5%
AXP vs RACE
+752.7%
-297.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.2% |
| 7D | +0.4% | +5.7% | -5.3% | -2.1% |
| 30D | +7.0% | +9.3% | -2.3% | +2.7% |
| 3M | -6.6% | +3.8% | -10.4% | -8.5% |
| 6M | +3.5% | +29.8% | -26.3% | -9.2% |
| YTD | -11.2% | +15.6% | -26.8% | -18.5% |
| 1Y | -10.2% | +5.1% | -15.2% | -13.8% |
| 3Y | +120.0% | +30.8% | +89.3% | +77.3% |
| 5Y | +95.6% | +67.4% | +28.2% | +34.0% |
| All | +455.5% | +752.7% | -297.2% | +135.5% |
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