+465.4%
AXP vs RJF
+439.7%
+25.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | 0.0% |
| 7D | -2.1% | -0.6% | -1.5% | -1.7% |
| 30D | -6.5% | -1.3% | -5.3% | -5.8% |
| 3M | +4.6% | +18.9% | -14.2% | -7.8% |
| 6M | +5.4% | +15.0% | -9.6% | -5.3% |
| YTD | -11.1% | +12.2% | -23.3% | -19.2% |
| 1Y | -0.3% | +5.6% | -5.9% | -5.6% |
| 3Y | +111.6% | +74.9% | +36.7% | +36.7% |
| 5Y | +117.6% | +106.6% | +10.9% | +21.1% |
| All | +465.4% | +439.7% | +25.8% | +65.9% |
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