+136.1%
AXP vs RGTI
+53.5%
+82.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.1% | -2.5% | +0.4% | -2.0% |
| 30D | -6.5% | -9.4% | +2.9% | -6.1% |
| 3M | +4.6% | -37.1% | +41.7% | +6.8% |
| 6M | +5.4% | -14.4% | +19.8% | +5.0% |
| YTD | -11.1% | -31.4% | +20.3% | -10.7% |
| 1Y | -0.3% | +0.5% | -0.8% | -3.2% |
| 3Y | +111.6% | +726.1% | -614.5% | +62.6% |
| 5Y | +117.6% | +56.2% | +61.4% | +80.8% |
| All | +136.1% | +53.5% | +82.6% | +99.7% |
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