+117.0%
AXP vs RGEN
+15.5%
+101.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.8% |
| 7D | +0.6% | -1.9% | +2.5% | +0.9% |
| 30D | +5.8% | +3.7% | +2.1% | +4.8% |
| 3M | -6.0% | +8.8% | -14.8% | -8.4% |
| 6M | +0.3% | +38.0% | -37.7% | -7.8% |
| YTD | -12.3% | +5.9% | -18.1% | -14.9% |
| 1Y | -11.2% | +19.7% | -30.9% | -16.2% |
| 3Y | +117.0% | +20.5% | +96.5% | +98.7% |
| All | +117.0% | +15.5% | +101.5% | +98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling