+120.2%
AXP vs RMD
+64.1%
+56.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.1% | +1.2% | -2.3% | -1.4% |
| 30D | +5.2% | +2.5% | +2.8% | +4.5% |
| 3M | -4.6% | +11.5% | -16.1% | -7.0% |
| 6M | +3.2% | +14.7% | -11.5% | -0.4% |
| YTD | -11.3% | -1.3% | -10.0% | -11.7% |
| 1Y | -11.0% | -5.3% | -5.7% | -10.7% |
| 3Y | +120.2% | +68.8% | +51.4% | +101.8% |
| All | +120.2% | +64.1% | +56.1% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 3y: compounded portfolio wealth divided by compounded RMD 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…
3y analysis · Full analysis span regression · 6 months rolling