+113.2%
AXP vs RJF
+75.2%
+38.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -2.1% | +1.5% | -3.6% | -3.1% |
| 30D | +2.7% | +6.7% | -4.1% | -1.6% |
| 3M | -7.3% | -7.3% | +0.1% | -2.8% |
| 6M | +1.8% | +9.8% | -8.0% | -4.7% |
| YTD | -13.1% | +5.6% | -18.7% | -17.4% |
| 1Y | -13.7% | +2.3% | -16.0% | -16.2% |
| All | +113.2% | +75.2% | +38.0% | +55.2% |
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