+455.5%
AXP vs RL
+362.4%
+93.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.3% | +5.1% | +1.0% |
| 7D | +0.4% | -4.7% | +5.1% | +2.4% |
| 30D | +7.0% | +3.6% | +3.5% | +5.2% |
| 3M | -6.6% | +0.5% | -7.1% | -7.3% |
| 6M | +3.5% | +6.6% | -3.2% | -1.1% |
| YTD | -11.2% | +8.8% | -20.0% | -16.3% |
| 1Y | -10.2% | +21.8% | -31.9% | -19.7% |
| 3Y | +120.0% | +245.8% | -125.8% | +17.0% |
| 5Y | +95.6% | +230.0% | -134.4% | +2.8% |
| All | +455.5% | +362.4% | +93.1% | +133.0% |
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