-6.7%
AXP vs RNG
+179.4%
-186.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +4.6% | -9.6% | +14.2% | +5.1% |
| 30D | +9.7% | -1.4% | +11.1% | +9.7% |
| 3M | -3.8% | +28.8% | -32.5% | -5.4% |
| 6M | +4.8% | +65.6% | -60.8% | +1.8% |
| YTD | -9.1% | +171.4% | -180.5% | -16.4% |
| 1Y | -6.7% | +185.3% | -192.0% | -17.1% |
| All | -6.7% | +179.4% | -186.1% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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