+117.0%
AXP vs RVMD
+627.7%
-510.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -2.1% | +1.0% | -3.1% | -2.2% |
| 30D | -6.5% | +6.4% | -13.0% | -7.3% |
| 3M | +4.6% | +34.9% | -30.2% | +0.7% |
| 6M | +5.4% | +107.6% | -102.1% | -4.7% |
| YTD | -11.1% | +163.7% | -174.8% | -22.9% |
| 1Y | -0.3% | +439.2% | -439.5% | -22.0% |
| 3Y | +111.6% | +499.2% | -387.6% | +59.3% |
| All | +117.0% | +627.7% | -510.7% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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