+119.7%
AXP vs RBA
+44.2%
+75.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +0.4% | +7.3% | -6.9% | -1.8% |
| 30D | +7.0% | +16.9% | -9.9% | +1.7% |
| 3M | -6.6% | -0.5% | -6.1% | -6.7% |
| 6M | +3.5% | -10.4% | +13.9% | +5.9% |
| YTD | -11.2% | -7.2% | -3.9% | -10.7% |
| 1Y | -10.2% | -2.2% | -7.9% | -11.5% |
| All | +119.7% | +44.2% | +75.5% | +101.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling