+117.0%
AXP vs RIG
+60.3%
+56.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.8% |
| 7D | -2.1% | +0.9% | -3.0% | -2.2% |
| 30D | -6.5% | +13.8% | -20.4% | -8.2% |
| 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% | -16.6% |
| 1Y | -0.3% | +88.7% | -89.0% | -10.9% |
| 3Y | +111.6% | -30.9% | +142.4% | +107.9% |
| All | +117.0% | +60.3% | +56.7% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling