-11.2%
AXP vs RIG
+34.0%
-45.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -4.0% | -1.1% |
| 7D | +0.6% | -24.5% | +25.1% | -0.3% |
| 30D | +5.8% | -2.8% | +8.6% | +5.4% |
| 3M | -6.0% | +1.6% | -7.6% | -6.1% |
| 6M | +0.3% | -15.9% | +16.2% | +0.1% |
| YTD | -12.3% | +26.9% | -39.1% | -14.3% |
| 1Y | -11.2% | +34.4% | -45.6% | -14.3% |
| All | -11.2% | +34.0% | -45.3% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling