+403.0%
AXP vs RGEN
+411.3%
-8.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +2.0% | -0.9% |
| 7D | -2.1% | -1.2% | -1.0% | -1.9% |
| 30D | +2.7% | -5.1% | +7.7% | +3.5% |
| 3M | -7.3% | +0.5% | -7.8% | -7.9% |
| 6M | +1.8% | +46.6% | -44.8% | -6.2% |
| YTD | -13.1% | +1.6% | -14.7% | -14.7% |
| 1Y | -13.7% | +5.4% | -19.1% | -15.9% |
| 3Y | +113.1% | +12.8% | +100.3% | +98.4% |
| 5Y | +85.9% | -35.6% | +121.5% | +80.6% |
| All | +403.0% | +411.3% | -8.3% | +219.1% |
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