-58.4%
RIOT vs AXP
+86.8%
-145.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.7% |
| 7D | +4.8% | -0.1% | +5.0% | +5.0% |
| 30D | +16.0% | +4.4% | +11.6% | +9.6% |
| 3M | -8.8% | -6.4% | -2.4% | -3.1% |
| 6M | -29.7% | +4.2% | -33.8% | -35.2% |
| YTD | +38.3% | -12.4% | +50.6% | +55.3% |
| 1Y | +26.2% | -11.1% | +37.3% | +38.6% |
| 3Y | +79.0% | +114.9% | -35.9% | -29.3% |
| All | -58.4% | +86.8% | -145.1% | -81.0% |
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