+135.5%
AXP vs RGTI
+31.1%
+104.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.5% | -9.4% | +0.4% |
| 7D | -1.1% | +21.6% | -22.8% | -2.4% |
| 30D | +5.2% | -7.5% | +12.7% | +5.4% |
| 3M | -4.6% | -27.6% | +23.1% | -3.2% |
| 6M | +3.2% | -31.5% | +34.7% | +4.0% |
| YTD | -11.3% | -41.4% | +30.0% | -10.4% |
| 1Y | -11.0% | -61.6% | +50.6% | -8.3% |
| 3Y | +120.2% | +1,136.2% | -1,016.0% | +64.5% |
| 5Y | +91.7% | +19.7% | +72.0% | +63.5% |
| All | +135.5% | +31.1% | +104.4% | +100.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling