-32.1%
RIOT vs AXP
+118.2%
-150.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +4.4% |
| 7D | +14.8% | -2.1% | +16.9% | +17.8% |
| 30D | +1.4% | -6.5% | +7.9% | +9.2% |
| 3M | -20.6% | +4.6% | -25.3% | -25.9% |
| 6M | +31.9% | +5.4% | +26.5% | +22.5% |
| YTD | +72.1% | -11.1% | +83.2% | +92.0% |
| 1Y | +65.7% | -0.3% | +66.0% | +59.2% |
| 3Y | +97.5% | +111.6% | -14.1% | -16.2% |
| All | -32.1% | +118.2% | -150.3% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling