-11.2%
AXP vs RIO
+27.0%
-38.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | +0.6% | +2.2% | -1.7% | +0.2% |
| 30D | +5.8% | -10.1% | +16.0% | +7.5% |
| 3M | -6.0% | -14.1% | +8.1% | -3.9% |
| 6M | +0.3% | -18.9% | +19.2% | +3.1% |
| YTD | -12.3% | +9.9% | -22.2% | -18.4% |
| 1Y | -11.2% | +27.0% | -38.2% | -26.1% |
| All | -11.2% | +27.0% | -38.3% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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