-11.2%
AXP vs RMBS
-31.1%
+19.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.0% | -8.2% | -1.5% |
| 7D | +0.6% | -12.0% | +12.5% | +1.1% |
| 30D | +5.8% | -33.1% | +39.0% | +7.6% |
| 3M | -6.0% | -23.7% | +17.7% | -5.2% |
| 6M | +0.3% | -42.7% | +43.0% | +1.6% |
| YTD | -12.3% | -18.9% | +6.6% | -16.8% |
| 1Y | -11.2% | -30.0% | +18.8% | -14.2% |
| All | -11.2% | -31.1% | +19.9% | -14.2% |
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