+440.3%
AXP vs RBA
+236.6%
+203.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.2% |
| 7D | -1.1% | +2.5% | -3.6% | -2.0% |
| 30D | +5.2% | +11.6% | -6.3% | +1.1% |
| 3M | -4.6% | +1.5% | -6.1% | -5.5% |
| 6M | +3.2% | -6.6% | +9.9% | +4.4% |
| YTD | -11.3% | -6.3% | -5.1% | -10.9% |
| 1Y | -11.0% | -4.0% | -7.1% | -11.4% |
| 3Y | +120.2% | +47.3% | +72.9% | +85.8% |
| 5Y | +91.7% | +47.7% | +44.1% | +57.3% |
| 10Y | +440.3% | +224.7% | +215.6% | +179.9% |
| All | +440.3% | +236.6% | +203.8% | +179.9% |
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