+403.0%
AXP vs RBA
+204.3%
+198.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.0% |
| 7D | -2.1% | -0.5% | -1.6% | -1.9% |
| 30D | +2.7% | +6.8% | -4.2% | +0.1% |
| 3M | -7.3% | +9.5% | -16.7% | -10.5% |
| 6M | +1.8% | -8.2% | +10.0% | +3.6% |
| YTD | -13.1% | -7.7% | -5.3% | -12.1% |
| 1Y | -13.7% | -6.9% | -6.8% | -13.1% |
| 3Y | +113.1% | +61.6% | +51.5% | +74.4% |
| 5Y | +85.9% | +44.7% | +41.2% | +53.8% |
| All | +403.0% | +204.3% | +198.7% | +165.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling