+89.6%
AXP vs RNG
-69.1%
+158.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.8% |
| 7D | +0.6% | -11.3% | +11.9% | +2.4% |
| 30D | +5.8% | -5.7% | +11.5% | +6.6% |
| 3M | -6.0% | +16.8% | -22.8% | -8.8% |
| 6M | +0.3% | +58.5% | -58.2% | -8.6% |
| YTD | -12.3% | +151.3% | -163.6% | -27.7% |
| 1Y | -11.2% | +169.0% | -180.3% | -27.9% |
| 3Y | +117.0% | +156.9% | -39.9% | +71.5% |
| All | +89.6% | -69.1% | +158.7% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling