+469.1%
AXP vs RL
+313.2%
+156.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -2.0% |
| 7D | -2.1% | -0.8% | -1.3% | -1.8% |
| 30D | -6.5% | -7.8% | +1.2% | -3.4% |
| 3M | +4.6% | -4.0% | +8.6% | +5.9% |
| 6M | +5.4% | -1.9% | +7.3% | +4.4% |
| YTD | -11.1% | -0.2% | -11.0% | -12.7% |
| 1Y | -0.3% | +10.7% | -11.0% | -7.0% |
| 3Y | +111.6% | +210.8% | -99.2% | +18.5% |
| 5Y | +117.6% | +238.2% | -120.7% | +12.9% |
| All | +469.1% | +313.2% | +156.0% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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