-13.7%
AXP vs RRC
+35.0%
-48.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.6% |
| 7D | -2.1% | +2.5% | -4.7% | -1.9% |
| 30D | +2.7% | +21.1% | -18.5% | +4.3% |
| 3M | -7.3% | +28.4% | -35.7% | -5.1% |
| 6M | +1.8% | +26.5% | -24.7% | +4.4% |
| YTD | -13.1% | +47.0% | -60.1% | -10.7% |
| 1Y | -13.7% | +35.2% | -48.9% | -10.2% |
| All | -13.7% | +35.0% | -48.7% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling