+403.0%
AXP vs RSG
+452.6%
-49.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.0% | -2.6% |
| 7D | -2.1% | +1.4% | -3.6% | -3.1% |
| 30D | +2.7% | +15.0% | -12.4% | -7.4% |
| 3M | -7.3% | +18.5% | -25.7% | -18.2% |
| 6M | +1.8% | +25.8% | -24.0% | -14.8% |
| YTD | -13.1% | +20.8% | -33.9% | -25.9% |
| 1Y | -13.7% | +24.8% | -38.5% | -28.5% |
| 3Y | +113.1% | +65.9% | +47.2% | +34.8% |
| 5Y | +85.9% | +99.1% | -13.1% | -2.4% |
| All | +403.0% | +452.6% | -49.6% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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