+177.6%
AXP vs RDW
-27.8%
+205.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +1.1% |
| 7D | -0.1% | +7.2% | -7.3% | -0.8% |
| 30D | +4.4% | -10.3% | +14.8% | +4.9% |
| 3M | -6.4% | -41.4% | +35.0% | -2.6% |
| 6M | +4.2% | -32.5% | +36.7% | +4.6% |
| YTD | -12.4% | +1.7% | -14.1% | -17.8% |
| 1Y | -11.1% | +39.0% | -50.1% | -19.7% |
| 3Y | +114.9% | +214.2% | -99.4% | +64.0% |
| 5Y | +87.4% | -31.3% | +118.7% | +44.3% |
| All | +177.6% | -27.8% | +205.4% | +113.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling