+448.7%
AXP vs RNG
+256.7%
+192.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.8% |
| 7D | +0.6% | -11.3% | +11.9% | +2.2% |
| 30D | +5.8% | -5.7% | +11.5% | +6.5% |
| 3M | -6.0% | +16.8% | -22.8% | -8.4% |
| 6M | +0.3% | +58.5% | -58.2% | -7.3% |
| YTD | -12.3% | +151.3% | -163.6% | -25.3% |
| 1Y | -11.2% | +169.0% | -180.3% | -25.2% |
| 3Y | +117.0% | +156.9% | -39.9% | +79.5% |
| 5Y | +93.2% | -69.0% | +162.2% | +89.6% |
| All | +448.7% | +256.7% | +192.0% | +257.5% |
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