-11.2%
AXP vs RNG
+163.9%
-175.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -1.1% |
| 7D | +0.6% | -11.3% | +11.9% | +1.2% |
| 30D | +5.8% | -5.7% | +11.5% | +6.0% |
| 3M | -6.0% | +16.8% | -22.8% | -7.1% |
| 6M | +0.3% | +58.5% | -58.2% | -2.5% |
| YTD | -12.3% | +151.3% | -163.6% | -19.1% |
| 1Y | -11.2% | +169.0% | -180.3% | -21.9% |
| All | -11.2% | +163.9% | -175.2% | -21.9% |
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