+114.9%
AXP vs RSG
+66.5%
+48.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.1% | +2.5% | -2.6% | -0.7% |
| 30D | +4.4% | +12.7% | -8.3% | +1.6% |
| 3M | -6.4% | +17.9% | -24.4% | -9.9% |
| 6M | +4.2% | +25.0% | -20.8% | -1.4% |
| YTD | -12.4% | +20.8% | -33.2% | -16.8% |
| 1Y | -11.1% | +24.3% | -35.4% | -16.6% |
| 3Y | +114.9% | +65.3% | +49.6% | +88.7% |
| All | +114.9% | +66.5% | +48.4% | +88.7% |
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 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