+424.9%
AXP vs RRC
+72.2%
+352.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | +3.7% | +25.2% | -21.5% | -0.7% |
| 3M | -4.9% | +27.8% | -32.7% | -9.3% |
| 6M | +4.1% | +27.2% | -23.2% | -1.0% |
| YTD | -11.7% | +48.2% | -59.8% | -18.6% |
| 1Y | -11.7% | +34.7% | -46.4% | -17.4% |
| 3Y | +116.5% | +62.2% | +54.3% | +93.7% |
| 5Y | +89.5% | +130.9% | -41.4% | +54.1% |
| 10Y | +424.9% | +73.4% | +351.5% | +217.7% |
| All | +424.9% | +72.2% | +352.7% | +217.7% |
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