+1,331.1%
AXP vs RCAT
-100.0%
+1,431.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.8% |
| 6M | +5.4% | -43.2% | +48.6% | +5.5% |
| YTD | -11.1% | +5.5% | -16.7% | -11.2% |
| 1Y | -0.3% | -1.6% | +1.3% | -0.4% |
| 3Y | +111.6% | +773.7% | -662.1% | +110.3% |
| 5Y | +117.6% | +187.6% | -70.1% | +116.4% |
| 10Y | +474.1% | -98.5% | +572.6% | +470.4% |
| All | +1,331.1% | -100.0% | +1,431.1% | +1,507.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling