+1,659.9%
AXP vs RBA
+3,565.6%
-1,905.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.1% | -2.9% | +0.8% | -1.2% |
| 30D | -6.5% | -12.3% | +5.8% | -2.7% |
| 3M | +4.6% | -20.5% | +25.2% | +11.7% |
| 6M | +5.4% | -18.5% | +24.0% | +11.4% |
| YTD | -11.1% | -18.2% | +7.1% | -6.4% |
| 1Y | -0.3% | -27.5% | +27.2% | +9.1% |
| 3Y | +111.6% | +38.1% | +73.5% | +85.7% |
| 5Y | +117.6% | +44.8% | +72.8% | +82.5% |
| 10Y | +474.1% | +187.1% | +287.0% | +268.2% |
| All | +1,659.9% | +3,565.6% | -1,905.7% | +494.5% |
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