+2,190.0%
AXP vs RL
+1,625.1%
+564.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.5% | -2.3% | +0.3% |
| 7D | +4.6% | +5.8% | -1.2% | +2.2% |
| 30D | +9.7% | +12.7% | -3.0% | +4.4% |
| 3M | -3.8% | +9.3% | -13.1% | -7.6% |
| 6M | +4.8% | +16.9% | -12.1% | -3.1% |
| YTD | -9.1% | +17.5% | -26.6% | -16.5% |
| 1Y | -6.7% | +34.6% | -41.3% | -19.1% |
| 3Y | +125.2% | +273.2% | -148.0% | +23.9% |
| 5Y | +105.0% | +265.2% | -160.3% | +11.1% |
| 10Y | +481.5% | +406.7% | +74.8% | +152.3% |
| All | +2,190.0% | +1,625.1% | +564.9% | +413.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling