+6,606.2%
AXP vs RRC
+1,459.8%
+5,146.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | -1.8% |
| 7D | +0.4% | -6.9% | +7.3% | +1.2% |
| 30D | +7.0% | +25.4% | -18.4% | +3.8% |
| 3M | -6.6% | +31.9% | -38.5% | -10.1% |
| 6M | +3.5% | +17.2% | -13.7% | +0.8% |
| YTD | -11.2% | +43.4% | -54.6% | -15.8% |
| 1Y | -10.2% | +36.7% | -46.9% | -14.4% |
| 3Y | +120.0% | +38.8% | +81.2% | +107.5% |
| 5Y | +95.6% | +118.3% | -22.7% | +70.3% |
| 10Y | +468.1% | +67.7% | +400.4% | +351.4% |
| All | +6,606.2% | +1,459.8% | +5,146.4% | +4,467.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling