+440.3%
AXP vs RSG
+458.9%
-18.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.1% |
| 7D | -1.1% | +0.3% | -1.4% | -1.4% |
| 30D | +5.2% | +13.8% | -8.5% | -4.3% |
| 3M | -4.6% | +15.4% | -20.0% | -14.2% |
| 6M | +3.2% | +24.1% | -20.9% | -12.9% |
| YTD | -11.3% | +17.8% | -29.2% | -23.1% |
| 1Y | -11.0% | +21.5% | -32.5% | -24.8% |
| 3Y | +120.2% | +63.3% | +56.9% | +40.6% |
| 5Y | +91.7% | +97.3% | -5.6% | +0.8% |
| 10Y | +440.3% | +448.1% | -7.8% | +42.7% |
| All | +440.3% | +458.9% | -18.6% | +42.7% |
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