+111.1%
AXP vs RACE
+36.9%
+74.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.6% |
| 7D | -2.1% | -2.5% | +0.4% | -1.5% |
| 30D | -6.5% | +0.8% | -7.3% | -6.8% |
| 3M | +4.6% | +17.2% | -12.5% | +0.3% |
| 6M | +5.4% | +13.6% | -8.2% | +1.5% |
| YTD | -11.1% | +12.2% | -23.3% | -14.4% |
| 1Y | -0.3% | -16.3% | +16.0% | +3.1% |
| All | +111.1% | +36.9% | +74.2% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling