+414.3%
AXP vs RNG
+327.7%
+86.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -0.6% |
| 7D | -2.1% | +5.8% | -7.9% | -2.9% |
| 30D | -6.5% | +19.6% | -26.2% | -8.8% |
| 3M | +4.6% | +67.0% | -62.4% | -3.0% |
| 6M | +5.4% | +88.4% | -82.9% | -4.6% |
| YTD | -11.1% | +155.5% | -166.6% | -23.7% |
| 1Y | -0.3% | +141.7% | -142.0% | -13.9% |
| 3Y | +111.6% | +131.1% | -19.5% | +79.2% |
| 5Y | +117.6% | -70.6% | +188.2% | +117.3% |
| 10Y | +474.1% | +228.2% | +245.9% | +304.2% |
| All | +414.3% | +327.7% | +86.5% | +249.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling