+131.0%
AXP vs RGTI
+4.3%
+126.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.0% | +5.5% | -1.2% |
| 7D | -2.1% | +4.9% | -7.0% | -2.6% |
| 30D | +2.7% | -19.2% | +21.8% | +3.6% |
| 3M | -7.3% | -43.9% | +36.6% | -4.6% |
| 6M | +1.8% | -45.8% | +47.6% | +4.0% |
| YTD | -13.1% | -53.4% | +40.3% | -11.0% |
| 1Y | -13.7% | -63.5% | +49.8% | -10.8% |
| 3Y | +113.1% | +964.9% | -851.8% | +60.4% |
| 5Y | +85.9% | -2.1% | +88.0% | +59.9% |
| All | +131.0% | +4.3% | +126.6% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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