+117.0%
AXP vs RL
+240.1%
-123.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -0.7% |
| 7D | +0.6% | -4.2% | +4.7% | +2.1% |
| 30D | +5.8% | +4.3% | +1.6% | +4.1% |
| 3M | -6.0% | -4.6% | -1.4% | -4.7% |
| 6M | +0.3% | +1.7% | -1.4% | -1.3% |
| YTD | -12.3% | +7.3% | -19.6% | -15.9% |
| 1Y | -11.2% | +20.8% | -32.0% | -18.9% |
| 3Y | +117.0% | +247.0% | -129.9% | +40.8% |
| All | +117.0% | +240.1% | -123.0% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling