+407.0%
AXP vs RMBS
+534.0%
-127.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.6% |
| 7D | -0.1% | +10.3% | -10.5% | -2.6% |
| 30D | +4.4% | -10.7% | +15.2% | +6.3% |
| 3M | -6.4% | -17.2% | +10.8% | -3.9% |
| 6M | +4.2% | -39.0% | +43.2% | +12.1% |
| YTD | -12.4% | -10.5% | -1.9% | -19.7% |
| 1Y | -11.1% | -11.0% | -0.1% | -18.8% |
| 3Y | +114.9% | +31.3% | +83.5% | +53.9% |
| 5Y | +87.4% | +242.8% | -155.3% | -18.5% |
| All | +407.0% | +534.0% | -127.0% | +47.3% |
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 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