+440.3%
AXP vs RL
+397.7%
+42.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.8% | -4.8% | -1.5% |
| 7D | -1.1% | +0.2% | -1.4% | -1.4% |
| 30D | +5.2% | +7.3% | -2.1% | +1.8% |
| 3M | -4.6% | +1.0% | -5.6% | -5.5% |
| 6M | +3.2% | +11.8% | -8.5% | -3.3% |
| YTD | -11.3% | +13.6% | -25.0% | -18.1% |
| 1Y | -11.0% | +24.0% | -35.1% | -21.1% |
| 3Y | +120.2% | +256.6% | -136.4% | +15.5% |
| 5Y | +91.7% | +240.2% | -148.5% | -0.6% |
| 10Y | +440.3% | +373.0% | +67.4% | +123.0% |
| All | +440.3% | +397.7% | +42.7% | +123.0% |
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