-6.7%
AXP vs RCAT
-59.1%
+52.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -10.3% | +12.5% | +2.8% |
| 7D | +4.6% | -18.5% | +23.1% | +5.9% |
| 30D | +9.7% | -37.0% | +46.7% | +12.8% |
| 3M | -3.8% | -54.9% | +51.1% | +0.9% |
| 6M | +4.8% | -63.6% | +68.4% | +10.3% |
| YTD | -9.1% | -49.6% | +40.5% | -9.4% |
| 1Y | -6.7% | -57.8% | +51.1% | -5.4% |
| All | -6.7% | -59.1% | +52.4% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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