+95.6%
AXP vs RCAT
+25.6%
+69.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -14.9% | +12.6% | -1.4% |
| 7D | +0.4% | -32.6% | +33.0% | +2.6% |
| 30D | +7.0% | -46.3% | +53.3% | +10.8% |
| 3M | -6.6% | -60.7% | +54.1% | -1.7% |
| 6M | +3.5% | -67.4% | +70.8% | +9.1% |
| YTD | -11.2% | -57.1% | +45.9% | -9.0% |
| 1Y | -10.2% | -63.8% | +53.6% | -7.5% |
| 3Y | +120.0% | +268.1% | -148.1% | +88.2% |
| 5Y | +95.6% | +25.2% | +70.4% | +82.9% |
| All | +95.6% | +25.6% | +69.9% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling