+464.9%
AXP vs RSG
+415.1%
+49.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | +0.6% | -0.7% | +1.3% | +1.1% |
| 30D | -4.3% | +3.3% | -7.6% | -6.6% |
| 3M | +4.7% | +8.5% | -3.8% | -2.0% |
| 6M | +9.0% | -3.5% | +12.5% | +10.4% |
| YTD | -11.1% | +5.5% | -16.6% | -16.3% |
| 1Y | +1.3% | -1.7% | +3.0% | +0.4% |
| 3Y | +114.5% | +56.9% | +57.6% | +40.1% |
| 5Y | +118.0% | +89.4% | +28.6% | +16.3% |
| 10Y | +464.9% | +412.5% | +52.4% | +57.2% |
| All | +464.9% | +415.1% | +49.9% | +57.2% |
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