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  • AXP vs RIG✓SelectedUSD · RIGAXP vs RIG performance historyLatest closeAs of-1.11%09/04
Stock and ETF performance explorer

AXP vs RIG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,043.2%
RIG return
-40.2%
Excess return
+7,083.4%
Maximum drawdown
-83.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRIGExcessAlpha
1D-1.1%-2.8%+1.7%-0.6%
7D-2.1%+0.9%-3.0%-2.3%
30D-6.5%+13.8%-20.4%-8.9%
3M+4.6%-6.4%+11.0%+5.2%
6M+5.4%-8.2%+13.6%+5.6%
YTD-11.1%+41.6%-52.8%-18.3%
1Y-0.3%+88.7%-89.0%-13.8%
3Y+111.6%-30.9%+142.4%+110.1%
5Y+117.6%+57.7%+59.9%+70.3%
10Y+474.1%-39.3%+513.4%+291.6%
All+7,043.2%-40.2%+7,083.4%+5,460.8%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling