+448.7%
AXP vs RVTY
+206.3%
+242.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.1% | -2.3% |
| 7D | +0.6% | -1.2% | +1.8% | +0.7% |
| 30D | +5.8% | +1.0% | +4.8% | +5.0% |
| 3M | -6.0% | +35.8% | -41.9% | -17.1% |
| 6M | +0.3% | +56.7% | -56.4% | -16.8% |
| YTD | -12.3% | +60.7% | -73.0% | -28.6% |
| 1Y | -11.2% | +73.7% | -84.9% | -30.0% |
| 3Y | +117.0% | +82.8% | +34.3% | +62.3% |
| 5Y | +93.2% | -7.0% | +100.2% | +83.2% |
| All | +448.7% | +206.3% | +242.4% | +186.5% |
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