+111.1%
AXP vs RL
+212.5%
-101.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.9% |
| 7D | -2.1% | -0.8% | -1.3% | -1.9% |
| 30D | -6.5% | -7.8% | +1.2% | -3.9% |
| 3M | +4.6% | -4.0% | +8.6% | +5.7% |
| 6M | +5.4% | -1.9% | +7.3% | +4.7% |
| YTD | -11.1% | -0.2% | -11.0% | -12.3% |
| 1Y | -0.3% | +10.7% | -11.0% | -5.9% |
| All | +111.1% | +212.5% | -101.4% | +36.6% |
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