-13.7%
AXP vs RGTI
-66.8%
+53.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.0% | +5.5% | -1.1% |
| 7D | -2.1% | +4.9% | -7.0% | -2.7% |
| 30D | +2.7% | -19.2% | +21.8% | +3.9% |
| 3M | -7.3% | -43.9% | +36.6% | -3.6% |
| 6M | +1.8% | -45.8% | +47.6% | +4.6% |
| YTD | -13.1% | -53.4% | +40.3% | -10.8% |
| 1Y | -13.7% | -63.5% | +49.8% | -10.2% |
| All | -13.7% | -66.8% | +53.1% | -10.2% |
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