+407.0%
AXP vs RVTY
+211.6%
+195.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.4% |
| 7D | -0.1% | -0.5% | +0.3% | 0.0% |
| 30D | +4.4% | +1.5% | +2.9% | +3.4% |
| 3M | -6.4% | +31.5% | -37.9% | -16.5% |
| 6M | +4.2% | +62.7% | -58.5% | -14.9% |
| YTD | -12.4% | +60.0% | -72.3% | -28.6% |
| 1Y | -11.1% | +65.7% | -76.8% | -28.6% |
| 3Y | +114.9% | +85.2% | +29.7% | +59.6% |
| 5Y | +87.4% | -14.9% | +102.3% | +84.8% |
| All | +407.0% | +211.6% | +195.4% | +156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling