+278.0%
RTX vs AXP
+474.4%
-196.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.1% |
| 7D | -5.2% | -2.1% | -3.0% | -4.2% |
| 30D | -9.4% | -6.5% | -2.8% | -6.3% |
| 3M | +12.3% | +4.6% | +7.6% | +9.3% |
| 6M | -3.1% | +5.4% | -8.5% | -6.4% |
| YTD | +10.7% | -11.1% | +21.8% | +15.7% |
| 1Y | +28.4% | -0.3% | +28.7% | +25.7% |
| 3Y | +147.1% | +111.6% | +35.5% | +51.5% |
| 5Y | +167.2% | +117.6% | +49.7% | +51.6% |
| All | +278.0% | +474.4% | -196.4% | +41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling