+1,700.1%
AXP vs RBA
+4,072.3%
-2,372.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.5% |
| 7D | +4.6% | +12.7% | -8.0% | +0.6% |
| 30D | +9.7% | +15.5% | -5.8% | +4.5% |
| 3M | -3.8% | -14.0% | +10.3% | +0.2% |
| 6M | +4.8% | -8.8% | +13.6% | +6.8% |
| YTD | -9.1% | -6.9% | -2.2% | -8.4% |
| 1Y | -6.7% | -3.0% | -3.7% | -7.3% |
| 3Y | +125.2% | +44.2% | +81.0% | +94.6% |
| 5Y | +105.0% | +50.6% | +54.4% | +69.7% |
| 10Y | +481.5% | +232.8% | +248.6% | +255.1% |
| All | +1,700.1% | +4,072.3% | -2,372.2% | +481.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling