+1,156.7%
RSP vs AXP
+1,300.9%
-144.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +0.9% |
| 7D | +2.7% | +4.6% | -1.9% | +0.7% |
| 30D | +5.8% | +9.7% | -4.0% | +1.4% |
| 3M | +1.8% | -3.8% | +5.6% | +3.4% |
| 6M | +11.6% | +4.8% | +6.8% | +8.7% |
| YTD | +18.0% | -9.1% | +27.1% | +21.5% |
| 1Y | +21.8% | -6.7% | +28.5% | +23.9% |
| 3Y | +65.6% | +125.2% | -59.6% | +10.4% |
| 5Y | +51.6% | +105.0% | -53.3% | +2.7% |
| 10Y | +231.0% | +481.5% | -250.5% | +31.7% |
| All | +1,156.7% | +1,300.9% | -144.1% | +164.9% |
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 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