+91.7%
AXP vs RGEN
-34.8%
+126.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.4% |
| 7D | -1.1% | +3.5% | -4.6% | -1.8% |
| 30D | +5.2% | +2.9% | +2.3% | +4.5% |
| 3M | -4.6% | +9.2% | -13.8% | -6.8% |
| 6M | +3.2% | +44.9% | -41.7% | -5.5% |
| YTD | -11.3% | +9.2% | -20.6% | -14.4% |
| 1Y | -11.0% | +25.3% | -36.3% | -16.5% |
| 3Y | +120.2% | +21.7% | +98.4% | +99.9% |
| 5Y | +91.7% | -34.5% | +126.2% | +58.3% |
| All | +91.7% | -34.8% | +126.6% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling