+469.1%
AXP vs RCAT
-98.5%
+567.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -1.1% |
| 7D | -2.1% | -1.4% | -0.7% | -2.1% |
| 30D | -6.5% | -3.3% | -3.2% | -6.5% |
| 3M | +4.6% | -43.2% | +47.9% | +5.2% |
| 6M | +5.4% | -43.2% | +48.6% | +5.8% |
| YTD | -11.1% | +5.5% | -16.7% | -11.5% |
| 1Y | -0.3% | -1.6% | +1.3% | -0.8% |
| 3Y | +111.6% | +773.7% | -662.1% | +104.7% |
| 5Y | +117.6% | +187.6% | -70.1% | +111.2% |
| All | +469.1% | -98.5% | +567.6% | +435.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling