+111.1%
AXP vs RJF
+75.1%
+36.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -0.1% |
| 7D | -2.1% | -0.6% | -1.5% | -1.8% |
| 30D | -6.5% | -1.3% | -5.3% | -5.9% |
| 3M | +4.6% | +18.9% | -14.2% | -6.4% |
| 6M | +5.4% | +15.0% | -9.6% | -4.0% |
| YTD | -11.1% | +12.2% | -23.3% | -18.4% |
| 1Y | -0.3% | +5.6% | -5.9% | -4.9% |
| All | +111.1% | +75.1% | +36.0% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling