+428.4%
AXP vs RNG
+247.5%
+180.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -0.6% | -6.0% | +5.4% | +0.2% |
| 30D | +5.0% | -7.4% | +12.3% | +5.8% |
| 3M | -4.2% | +14.6% | -18.8% | -6.4% |
| 6M | +2.9% | +61.5% | -58.6% | -5.1% |
| YTD | -11.6% | +155.7% | -167.3% | -24.8% |
| 1Y | -11.1% | +172.5% | -183.5% | -25.2% |
| 3Y | +116.7% | +168.0% | -51.3% | +78.3% |
| 5Y | +89.6% | -73.8% | +163.4% | +89.0% |
| 10Y | +428.4% | +240.3% | +188.1% | +250.5% |
| All | +428.4% | +247.5% | +180.9% | +250.5% |
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