-6.7%
AXP vs RBA
-2.0%
-4.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.7% |
| 7D | +4.6% | +12.7% | -8.0% | +1.6% |
| 30D | +9.7% | +15.5% | -5.8% | +5.7% |
| 3M | -3.8% | -14.0% | +10.3% | -0.3% |
| 6M | +4.8% | -8.8% | +13.6% | +5.4% |
| YTD | -9.1% | -6.9% | -2.2% | -11.0% |
| 1Y | -6.7% | -3.0% | -3.7% | -10.8% |
| All | -6.7% | -2.0% | -4.7% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling