-11.2%
AXP vs RBA
-3.3%
-8.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | +0.6% | +4.3% | -3.7% | -0.4% |
| 30D | +5.8% | +16.3% | -10.5% | +1.8% |
| 3M | -6.0% | +1.3% | -7.3% | -6.5% |
| 6M | +0.3% | -11.1% | +11.4% | +1.6% |
| YTD | -12.3% | -8.5% | -3.8% | -14.2% |
| 1Y | -11.2% | -2.1% | -9.1% | -16.6% |
| All | -11.2% | -3.3% | -8.0% | -16.6% |
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