+114.5%
AXP vs RDW
-9.6%
+124.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.7% | +3.4% | -0.9% |
| 7D | -2.5% | +3.6% | -6.1% | -2.8% |
| 30D | -5.0% | -18.4% | +13.4% | -3.3% |
| 3M | +1.4% | -32.1% | +33.4% | +3.9% |
| 6M | +6.0% | +10.9% | -4.9% | +1.4% |
| YTD | -12.3% | +40.8% | -53.1% | -19.6% |
| 1Y | +0.3% | +31.1% | -30.8% | -8.7% |
| 3Y | +111.7% | +245.2% | -133.5% | +59.8% |
| 5Y | +114.5% | -16.7% | +131.3% | +62.4% |
| All | +114.5% | -9.6% | +124.1% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling