-6.7%
AXP vs RMBS
-18.2%
+11.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.0% | +8.2% | +2.4% |
| 7D | +4.6% | -8.9% | +13.5% | +5.0% |
| 30D | +9.7% | -24.8% | +34.6% | +11.0% |
| 3M | -3.8% | -17.6% | +13.8% | -3.2% |
| 6M | +4.8% | -25.7% | +30.5% | +4.2% |
| YTD | -9.1% | -9.8% | +0.7% | -14.2% |
| 1Y | -6.7% | -17.4% | +10.7% | -11.3% |
| All | -6.7% | -18.2% | +11.5% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling