+14.7%
RTX vs AXP
-6.4%
+21.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -3.0% |
| 7D | +1.3% | +4.6% | -3.3% | +0.6% |
| 30D | +7.6% | +9.7% | -2.1% | +6.3% |
| 3M | -8.6% | -3.8% | -4.9% | -8.3% |
| 6M | +15.6% | +4.8% | +10.8% | +14.5% |
| YTD | +9.4% | -9.1% | +18.5% | +9.3% |
| 1Y | +14.7% | -6.7% | +21.4% | +14.5% |
| All | +14.7% | -6.4% | +21.1% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling