+448.7%
AXP vs RJF
+367.7%
+81.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.4% |
| 7D | +0.6% | +3.6% | -3.0% | -1.9% |
| 30D | +5.8% | +3.5% | +2.3% | +3.1% |
| 3M | -6.0% | -8.9% | +2.9% | +0.2% |
| 6M | +0.3% | +2.9% | -2.6% | -2.5% |
| YTD | -12.3% | +2.8% | -15.1% | -15.3% |
| 1Y | -11.2% | +2.7% | -13.9% | -14.4% |
| 3Y | +117.0% | +69.3% | +47.7% | +43.4% |
| 5Y | +93.2% | +75.0% | +18.1% | +20.8% |
| All | +448.7% | +367.7% | +81.0% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling