+464.9%
AXP vs RNG
+216.3%
+248.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.3% | +0.6% |
| 7D | +0.6% | -0.8% | +1.4% | +0.7% |
| 30D | -4.3% | +11.4% | -15.7% | -5.8% |
| 3M | +4.7% | +72.1% | -67.4% | -3.7% |
| 6M | +9.0% | +67.9% | -59.0% | -0.2% |
| YTD | -11.1% | +144.3% | -155.5% | -23.8% |
| 1Y | +1.3% | +117.5% | -116.2% | -11.9% |
| 3Y | +114.5% | +123.9% | -9.4% | +80.9% |
| 5Y | +118.0% | -70.1% | +188.1% | +115.8% |
| 10Y | +464.9% | +215.9% | +249.0% | +264.4% |
| All | +464.9% | +216.3% | +248.6% | +264.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling