+0.2%
AXP vs RDW
+32.4%
-32.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | -2.8% | +4.8% | -7.6% | -3.0% |
| 30D | -5.9% | -19.5% | +13.6% | -5.0% |
| 3M | +2.6% | -26.9% | +29.5% | +3.6% |
| 6M | +6.4% | +17.8% | -11.4% | +3.3% |
| YTD | -12.6% | +43.0% | -55.6% | -16.6% |
| 1Y | +0.2% | +32.1% | -31.8% | -4.7% |
| All | +0.2% | +32.4% | -32.2% | -4.7% |
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