+181.5%
AXP vs RDW
+5.0%
+176.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.6% | -6.7% | -0.6% |
| 7D | +0.6% | +9.5% | -8.9% | -0.2% |
| 30D | -4.3% | -17.4% | +13.0% | -2.8% |
| 3M | +4.7% | -39.5% | +44.2% | +8.4% |
| 6M | +9.0% | +31.3% | -22.4% | +2.6% |
| YTD | -11.1% | +47.8% | -58.9% | -18.8% |
| 1Y | +1.3% | +33.8% | -32.6% | -7.9% |
| 3Y | +114.5% | +262.3% | -147.8% | +62.0% |
| 5Y | +118.0% | -5.7% | +123.8% | +64.9% |
| All | +181.5% | +5.0% | +176.6% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RDW 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling