+3,767.3%
AXP vs RY
+11,602.4%
-7,835.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.9% | -0.2% |
| 7D | +4.6% | +2.5% | +2.2% | +2.6% |
| 30D | +9.7% | +8.4% | +1.3% | +2.8% |
| 3M | -3.8% | +1.2% | -5.0% | -4.9% |
| 6M | +4.8% | +19.4% | -14.6% | -9.3% |
| YTD | -9.1% | +25.4% | -34.5% | -24.4% |
| 1Y | -6.7% | +46.7% | -53.4% | -31.6% |
| 3Y | +125.2% | +168.6% | -43.4% | +1.4% |
| 5Y | +105.0% | +132.3% | -27.3% | +4.1% |
| 10Y | +481.5% | +385.7% | +95.8% | +74.0% |
| All | +3,767.3% | +11,602.4% | -7,835.1% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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