+116.7%
AXP vs RIG
-22.2%
+139.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -0.6% | -12.2% | +11.6% | +0.7% |
| 30D | +5.0% | -6.0% | +11.0% | +5.2% |
| 3M | -4.2% | -9.4% | +5.2% | -3.8% |
| 6M | +2.9% | -19.1% | +22.0% | +4.6% |
| YTD | -11.6% | +25.4% | -37.0% | -17.1% |
| 1Y | -11.1% | +23.3% | -34.4% | -16.5% |
| 3Y | +116.7% | -22.1% | +138.8% | +110.8% |
| All | +116.7% | -22.2% | +139.0% | +110.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling