+0.3%
AXP vs RGTI
-0.1%
+0.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -1.1% |
| 7D | -2.5% | +2.5% | -5.0% | -2.6% |
| 30D | -5.0% | -13.7% | +8.6% | -4.2% |
| 3M | +1.4% | -22.6% | +24.0% | +2.4% |
| 6M | +6.0% | -13.4% | +19.4% | +5.0% |
| YTD | -12.3% | -31.2% | +18.9% | -12.2% |
| 1Y | +0.3% | -7.6% | +7.9% | -1.6% |
| All | +0.3% | -0.1% | +0.3% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling