+464.9%
AXP vs RMBS
+543.2%
-78.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.4% |
| 7D | +0.6% | +3.0% | -2.4% | -0.2% |
| 30D | -4.3% | -14.4% | +10.1% | -0.8% |
| 3M | +4.7% | -42.8% | +47.6% | +18.5% |
| 6M | +9.0% | -1.4% | +10.4% | +1.0% |
| YTD | -11.1% | -5.4% | -5.7% | -18.2% |
| 1Y | +1.3% | +18.6% | -17.3% | -15.9% |
| 3Y | +114.5% | +57.3% | +57.2% | +45.3% |
| 5Y | +118.0% | +265.7% | -147.7% | -5.0% |
| 10Y | +464.9% | +546.0% | -81.1% | +74.4% |
| All | +464.9% | +543.2% | -78.2% | +74.4% |
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