+89.5%
AXP vs RMD
-4.0%
+93.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.6% |
| 7D | -2.9% | -0.8% | -2.0% | -2.6% |
| 30D | +3.7% | +1.7% | +2.0% | +3.1% |
| 3M | -4.9% | +6.4% | -11.3% | -6.7% |
| 6M | +4.1% | +20.7% | -16.7% | -1.8% |
| YTD | -11.7% | -0.2% | -11.5% | -12.4% |
| 1Y | -11.7% | -4.5% | -7.2% | -11.4% |
| 3Y | +116.5% | +70.5% | +46.0% | +78.5% |
| 5Y | +89.5% | -1.6% | +91.1% | +81.5% |
| All | +89.5% | -4.0% | +93.5% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling