+469.1%
AXP vs RGEN
+433.1%
+36.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -2.1% | -4.9% | +2.8% | -1.2% |
| 30D | -6.5% | +5.7% | -12.2% | -7.6% |
| 3M | +4.6% | +32.4% | -27.8% | -1.2% |
| 6M | +5.4% | +33.2% | -27.8% | -1.0% |
| YTD | -11.1% | +2.3% | -13.4% | -12.5% |
| 1Y | -0.3% | +39.0% | -39.3% | -7.8% |
| 3Y | +111.6% | -4.6% | +116.2% | +102.4% |
| 5Y | +117.6% | -42.7% | +160.3% | +115.8% |
| All | +469.1% | +433.1% | +36.1% | +241.0% |
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