+110.4%
AXP vs RDW
+249.5%
-139.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -2.8% | +4.8% | -7.6% | -3.2% |
| 30D | -5.9% | -19.5% | +13.6% | -4.3% |
| 3M | +2.6% | -26.9% | +29.5% | +4.3% |
| 6M | +6.4% | +17.8% | -11.4% | +1.6% |
| YTD | -12.6% | +43.0% | -55.6% | -19.5% |
| 1Y | +0.2% | +32.1% | -31.8% | -8.3% |
| All | +110.4% | +249.5% | -139.1% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling