+4.8%
AXP vs RCAT
-63.9%
+68.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -10.3% | +12.5% | +2.7% |
| 7D | +4.6% | -18.5% | +23.1% | +5.7% |
| 30D | +9.7% | -37.0% | +46.7% | +12.4% |
| 3M | -3.8% | -54.9% | +51.1% | +0.2% |
| 6M | +4.8% | -63.6% | +68.4% | +9.6% |
| All | +4.8% | -63.9% | +68.7% | +9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling