+428.4%
AXP vs RCAT
-99.6%
+528.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.2% | -0.2% |
| 7D | -0.6% | -5.6% | +5.0% | -0.6% |
| 30D | +5.0% | -27.0% | +32.0% | +5.2% |
| 3M | -4.2% | -57.9% | +53.7% | -3.5% |
| 6M | +2.9% | -59.4% | +62.4% | +3.7% |
| YTD | -11.6% | -46.9% | +35.3% | -11.4% |
| 1Y | -11.1% | -54.0% | +43.0% | -10.8% |
| 3Y | +116.7% | +378.4% | -261.7% | +111.0% |
| 5Y | +89.6% | +61.9% | +27.7% | +85.3% |
| 10Y | +428.4% | -99.6% | +528.0% | +394.7% |
| All | +428.4% | -99.6% | +528.0% | +394.7% |
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