+163.9%
AXP vs RVMD
+644.5%
-480.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -2.1% | +1.0% | -3.1% | -2.3% |
| 30D | -6.5% | +6.4% | -13.0% | -7.5% |
| 3M | +4.6% | +34.9% | -30.2% | -0.4% |
| 6M | +5.4% | +107.6% | -102.1% | -7.4% |
| YTD | -11.1% | +163.7% | -174.8% | -25.9% |
| 1Y | -0.3% | +439.2% | -439.5% | -26.8% |
| 3Y | +111.6% | +499.2% | -387.6% | +46.5% |
| 5Y | +117.6% | +621.7% | -504.1% | +35.0% |
| All | +163.9% | +644.5% | -480.6% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling