+594.0%
RIOT vs AXP
+516.6%
+77.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -1.2% | +14.4% | +14.2% |
| 7D | +30.4% | +0.6% | +29.9% | +29.4% |
| 30D | -9.9% | +5.8% | -15.7% | -14.3% |
| 3M | -21.2% | -6.0% | -15.2% | -18.0% |
| 6M | -29.5% | +0.3% | -29.8% | -31.0% |
| YTD | +31.9% | -12.3% | +44.1% | +43.7% |
| 1Y | -3.6% | -11.2% | +7.6% | +3.9% |
| 3Y | +51.8% | +117.0% | -65.3% | -11.9% |
| 5Y | -46.9% | +93.2% | -140.1% | -65.3% |
| 10Y | +677.5% | +461.2% | +216.3% | +179.8% |
| All | +594.0% | +516.6% | +77.3% | +157.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling