+448.7%
AXP vs RBA
+224.6%
+224.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | +0.6% | +4.3% | -3.7% | -0.9% |
| 30D | +5.8% | +16.3% | -10.5% | +0.1% |
| 3M | -6.0% | +1.3% | -7.3% | -6.9% |
| 6M | +0.3% | -11.1% | +11.4% | +3.2% |
| YTD | -12.3% | -8.5% | -3.8% | -11.1% |
| 1Y | -11.2% | -2.1% | -9.1% | -12.3% |
| 3Y | +117.0% | +44.6% | +72.5% | +84.3% |
| 5Y | +93.2% | +36.8% | +56.3% | +63.1% |
| All | +448.7% | +224.6% | +224.1% | +186.0% |
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