+448.7%
AXP vs RRC
+59.4%
+389.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.7% |
| 7D | +0.6% | -10.8% | +11.4% | +2.5% |
| 30D | +5.8% | +22.3% | -16.5% | +1.8% |
| 3M | -6.0% | +26.6% | -32.6% | -10.3% |
| 6M | +0.3% | +18.9% | -18.6% | -3.5% |
| YTD | -12.3% | +39.2% | -51.5% | -18.3% |
| 1Y | -11.2% | +34.0% | -45.2% | -16.9% |
| 3Y | +117.0% | +42.0% | +75.0% | +98.6% |
| 5Y | +93.2% | +111.9% | -18.7% | +59.4% |
| All | +448.7% | +59.4% | +389.3% | +241.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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