+424.9%
AXP vs RIG
-48.7%
+473.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.5% |
| 7D | -2.9% | -2.6% | -0.3% | -2.5% |
| 30D | +3.7% | -5.2% | +8.9% | +4.1% |
| 3M | -4.9% | -8.6% | +3.7% | -4.3% |
| 6M | +4.1% | -18.9% | +23.0% | +6.0% |
| YTD | -11.7% | +28.6% | -40.2% | -17.0% |
| 1Y | -11.7% | +25.5% | -37.3% | -16.9% |
| 3Y | +116.5% | -20.2% | +136.6% | +109.5% |
| 5Y | +89.5% | +53.9% | +35.6% | +54.8% |
| 10Y | +424.9% | -48.8% | +473.7% | +253.6% |
| All | +424.9% | -48.7% | +473.6% | +253.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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