-11.6%
AXP vs RRC
+36.4%
-48.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.8% | -5.1% | +0.1% |
| 7D | -0.6% | -5.2% | +4.6% | -1.1% |
| 30D | +5.0% | +25.2% | -20.3% | +7.0% |
| 3M | -4.2% | +27.4% | -31.6% | -2.0% |
| 6M | +2.9% | +27.0% | -24.0% | +5.7% |
| YTD | -11.6% | +46.3% | -57.9% | -9.2% |
| All | -11.6% | +36.4% | -48.1% | -7.5% |
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