-11.1%
AXP vs RBA
-5.8%
-5.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | -0.1% | +1.7% | -1.9% | -0.6% |
| 30D | +4.4% | +8.3% | -3.9% | +2.3% |
| 3M | -6.4% | +10.5% | -17.0% | -8.9% |
| 6M | +4.2% | -5.9% | +10.0% | +3.4% |
| YTD | -12.4% | -6.9% | -5.5% | -15.5% |
| 1Y | -11.1% | -4.9% | -6.3% | -15.9% |
| All | -11.1% | -5.8% | -5.3% | -15.9% |
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 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