-11.1%
AXP vs RDW
+29.0%
-40.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +1.0% |
| 7D | -0.1% | +7.2% | -7.3% | -0.5% |
| 30D | +4.4% | -10.3% | +14.8% | +4.8% |
| 3M | -6.4% | -41.4% | +35.0% | -4.2% |
| 6M | +4.2% | -32.5% | +36.7% | +3.9% |
| YTD | -12.4% | +1.7% | -14.1% | -16.7% |
| 1Y | -11.1% | +39.0% | -50.1% | -18.7% |
| All | -11.1% | +29.0% | -40.2% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling