+670.6%
RIOT vs AXP
+428.9%
+241.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +18.9% | -2.9% | +21.8% | +21.7% |
| 30D | +11.0% | +3.7% | +7.3% | +7.4% |
| 3M | -9.7% | -4.9% | -4.8% | -6.9% |
| 6M | -27.9% | +4.1% | -31.9% | -31.5% |
| YTD | +44.3% | -11.7% | +56.0% | +56.6% |
| 1Y | +13.3% | -11.7% | +25.0% | +22.9% |
| 3Y | +76.4% | +116.5% | -40.0% | +1.4% |
| 5Y | -53.8% | +89.5% | -143.3% | -69.8% |
| 10Y | +670.6% | +424.9% | +245.7% | +191.9% |
| All | +670.6% | +428.9% | +241.7% | +191.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling