-20.3%
RIOT vs AXP
-6.4%
-13.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.2% | +7.5% | +8.4% |
| 7D | +6.4% | +4.6% | +1.8% | +3.5% |
| 30D | -20.4% | +9.7% | -30.2% | -24.8% |
| 3M | -28.7% | -3.8% | -24.9% | -26.9% |
| 6M | -17.7% | +4.8% | -22.5% | -21.4% |
| YTD | +21.3% | -9.1% | +30.4% | +20.8% |
| 1Y | -20.3% | -6.7% | -13.6% | -21.9% |
| All | -20.3% | -6.4% | -13.9% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 1y: compounded portfolio wealth divided by compounded AXP 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…
1y analysis · Full analysis span regression · 6 months rolling