+469.1%
AXP vs RIG
-39.8%
+508.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.7% |
| 7D | -2.1% | +0.9% | -3.0% | -2.3% |
| 30D | -6.5% | +13.8% | -20.4% | -8.5% |
| 3M | +4.6% | -6.4% | +11.0% | +5.1% |
| 6M | +5.4% | -8.2% | +13.6% | +5.6% |
| YTD | -11.1% | +41.6% | -52.8% | -17.2% |
| 1Y | -0.3% | +88.7% | -89.0% | -11.9% |
| 3Y | +111.6% | -30.9% | +142.4% | +110.2% |
| 5Y | +117.6% | +57.7% | +59.9% | +77.2% |
| All | +469.1% | -39.8% | +508.9% | +278.7% |
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