+469.1%
AXP vs RBA
+187.5%
+281.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.1% | -2.9% | +0.8% | -1.1% |
| 30D | -6.5% | -12.3% | +5.8% | -2.3% |
| 3M | +4.6% | -20.5% | +25.2% | +12.4% |
| 6M | +5.4% | -18.5% | +24.0% | +11.9% |
| YTD | -11.1% | -18.2% | +7.1% | -6.0% |
| 1Y | -0.3% | -27.5% | +27.2% | +10.0% |
| 3Y | +111.6% | +38.1% | +73.5% | +82.8% |
| 5Y | +117.6% | +44.8% | +72.8% | +78.1% |
| All | +469.1% | +187.5% | +281.6% | +211.4% |
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