+160.5%
AXP vs RVMD
+581.6%
-421.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.2% | -9.5% | -2.5% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | +5.8% | -4.3% | +10.1% | +6.2% |
| 3M | -6.0% | -2.8% | -3.2% | -6.1% |
| 6M | +0.3% | +27.3% | -27.0% | -4.2% |
| YTD | -12.3% | +141.4% | -153.7% | -26.2% |
| 1Y | -11.2% | +213.3% | -224.5% | -28.7% |
| 3Y | +117.0% | +792.7% | -675.6% | +43.2% |
| 5Y | +93.2% | +470.6% | -377.4% | +25.7% |
| All | +160.5% | +581.6% | -421.1% | +36.9% |
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 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