+111.1%
AXP vs RRC
+31.1%
+80.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -2.1% | +1.3% | -3.4% | -2.4% |
| 30D | -6.5% | +10.1% | -16.7% | -8.2% |
| 3M | +4.6% | +4.0% | +0.6% | +3.7% |
| 6M | +5.4% | +1.6% | +3.8% | +4.5% |
| YTD | -11.1% | +19.7% | -30.8% | -15.7% |
| 1Y | -0.3% | +21.4% | -21.7% | -6.6% |
| All | +111.1% | +31.1% | +80.0% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling