+2,138.8%
AXP vs RL
+1,366.2%
+772.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.9% |
| 7D | -2.1% | -0.8% | -1.3% | -1.8% |
| 30D | -6.5% | -7.8% | +1.2% | -3.6% |
| 3M | +4.6% | -4.0% | +8.6% | +5.9% |
| 6M | +5.4% | -1.9% | +7.3% | +4.5% |
| YTD | -11.1% | -0.2% | -11.0% | -12.6% |
| 1Y | -0.3% | +10.7% | -11.0% | -6.4% |
| 3Y | +111.6% | +210.8% | -99.2% | +25.6% |
| 5Y | +117.6% | +238.2% | -120.7% | +21.2% |
| 10Y | +474.1% | +313.4% | +160.7% | +170.7% |
| All | +2,138.8% | +1,366.2% | +772.7% | +437.6% |
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 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