+117.0%
AXP vs RSG
+89.4%
+27.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | -6.5% | +7.6% | -14.1% | -9.1% |
| 3M | +4.6% | +7.4% | -2.8% | +1.4% |
| 6M | +5.4% | -3.3% | +8.7% | +6.6% |
| YTD | -11.1% | +6.0% | -17.1% | -14.0% |
| 1Y | -0.3% | -3.7% | +3.4% | +0.8% |
| 3Y | +111.6% | +59.1% | +52.5% | +63.4% |
| All | +117.0% | +89.4% | +27.6% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling