+7,277.6%
AXP vs RIO
+4,825.9%
+2,451.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.9% |
| 7D | -2.1% | +0.1% | -2.3% | -2.2% |
| 30D | +2.7% | -10.5% | +13.2% | +6.5% |
| 3M | -7.3% | -15.9% | +8.6% | -1.9% |
| 6M | +1.8% | -22.3% | +24.1% | +10.1% |
| YTD | -13.1% | +9.3% | -22.4% | -17.1% |
| 1Y | -13.7% | +23.0% | -36.7% | -21.1% |
| 3Y | +113.1% | +52.1% | +61.1% | +78.5% |
| 5Y | +85.9% | +88.9% | -2.9% | +41.1% |
| 10Y | +416.7% | +354.1% | +62.6% | +186.8% |
| All | +7,277.6% | +4,825.9% | +2,451.7% | +1,573.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling