+46.1%
RSP vs AXP
+96.1%
-50.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.0% |
| 7D | -1.4% | +0.4% | -1.8% | -1.6% |
| 30D | +2.1% | +7.0% | -4.9% | -0.6% |
| 3M | -0.9% | -6.6% | +5.7% | +1.7% |
| 6M | +7.5% | +3.5% | +4.1% | +5.5% |
| YTD | +14.6% | -11.2% | +25.7% | +19.0% |
| 1Y | +17.6% | -10.2% | +27.8% | +21.4% |
| 3Y | +60.8% | +120.0% | -59.3% | +9.9% |
| 5Y | +46.1% | +95.6% | -49.4% | +3.4% |
| All | +46.1% | +96.1% | -50.0% | +3.4% |
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 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