+6,606.2%
AXP vs RGEN
+1,584.8%
+5,021.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.2% | -2.0% |
| 7D | +0.4% | -10.7% | +11.1% | +1.0% |
| 30D | +7.0% | -3.6% | +10.7% | +7.2% |
| 3M | -6.6% | +6.2% | -12.8% | -7.0% |
| 6M | +3.5% | +34.1% | -30.7% | +1.5% |
| YTD | -11.2% | +2.8% | -14.0% | -11.6% |
| 1Y | -10.2% | +15.5% | -25.7% | -11.2% |
| 3Y | +120.0% | +12.1% | +108.0% | +116.0% |
| 5Y | +95.6% | -36.9% | +132.4% | +95.3% |
| 10Y | +468.1% | +522.4% | -54.3% | +405.8% |
| All | +6,606.2% | +1,584.8% | +5,021.4% | +4,572.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling