+116.5%
AXP vs RNG
+177.9%
-61.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.4% |
| 7D | -2.9% | -3.5% | +0.7% | -2.4% |
| 30D | +3.7% | -3.8% | +7.5% | +4.0% |
| 3M | -4.9% | +18.6% | -23.5% | -7.5% |
| 6M | +4.1% | +69.2% | -65.1% | -4.5% |
| YTD | -11.7% | +161.9% | -173.6% | -26.3% |
| 1Y | -11.7% | +176.2% | -188.0% | -27.3% |
| All | +116.5% | +177.9% | -61.4% | +72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling