+440.3%
AXP vs RMBS
+571.2%
-130.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.3% | -7.3% | -1.0% |
| 7D | -1.1% | -3.9% | +2.8% | -0.8% |
| 30D | +5.2% | -24.9% | +30.1% | +11.7% |
| 3M | -4.6% | -20.5% | +15.9% | -1.0% |
| 6M | +3.2% | -37.5% | +40.8% | +10.3% |
| YTD | -11.3% | -12.1% | +0.8% | -18.3% |
| 1Y | -11.0% | -25.0% | +14.0% | -14.6% |
| 3Y | +120.2% | +36.1% | +84.1% | +55.2% |
| 5Y | +91.7% | +236.1% | -144.4% | -16.1% |
| 10Y | +440.3% | +541.3% | -101.0% | +58.9% |
| All | +440.3% | +571.2% | -130.8% | +58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling