+440.3%
AXP vs RGEN
+508.6%
-68.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.5% |
| 7D | -1.1% | +3.5% | -4.6% | -1.8% |
| 30D | +5.2% | +2.9% | +2.3% | +4.6% |
| 3M | -4.6% | +9.2% | -13.8% | -6.6% |
| 6M | +3.2% | +44.9% | -41.7% | -4.7% |
| YTD | -11.3% | +9.2% | -20.6% | -14.1% |
| 1Y | -11.0% | +25.3% | -36.3% | -16.0% |
| 3Y | +120.2% | +21.7% | +98.4% | +102.1% |
| 5Y | +91.7% | -34.5% | +126.2% | +85.4% |
| 10Y | +440.3% | +478.9% | -38.6% | +234.8% |
| All | +440.3% | +508.6% | -68.3% | +234.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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