+469.1%
AXP vs RVTY
+150.6%
+318.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.1% | +1.1% | -3.2% | -2.5% |
| 30D | -6.5% | +13.2% | -19.8% | -11.0% |
| 3M | +4.6% | +27.2% | -22.6% | -5.2% |
| 6M | +5.4% | +32.4% | -27.0% | -6.5% |
| YTD | -11.1% | +34.9% | -46.0% | -22.1% |
| 1Y | -0.3% | +52.4% | -52.7% | -17.2% |
| 3Y | +111.6% | +12.3% | +99.3% | +91.7% |
| 5Y | +117.6% | -30.8% | +148.4% | +134.2% |
| All | +469.1% | +150.6% | +318.5% | +207.1% |
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