+114.5%
AXP vs RSG
+55.3%
+59.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | -4.3% | +3.3% | -7.6% | -5.1% |
| 3M | +4.7% | +8.5% | -3.8% | +2.4% |
| 6M | +9.0% | -3.5% | +12.5% | +10.5% |
| YTD | -11.1% | +5.5% | -16.6% | -13.0% |
| 1Y | +1.3% | -1.7% | +3.0% | +1.9% |
| 3Y | +114.5% | +56.9% | +57.6% | +79.5% |
| All | +114.5% | +55.3% | +59.2% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling