+268.6%
RTX vs AXP
+435.0%
-166.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | -1.7% | -0.6% | -1.1% | -1.4% |
| 30D | +7.7% | +5.0% | +2.7% | +5.0% |
| 3M | -10.3% | -4.2% | -6.1% | -8.6% |
| 6M | +14.6% | +2.9% | +11.6% | +12.1% |
| YTD | +10.4% | -11.6% | +22.0% | +15.5% |
| 1Y | +13.5% | -11.1% | +24.6% | +18.2% |
| 3Y | +158.6% | +116.7% | +41.9% | +55.5% |
| 5Y | +147.3% | +89.6% | +57.6% | +53.0% |
| 10Y | +268.6% | +428.4% | -159.7% | +35.0% |
| All | +268.6% | +435.0% | -166.4% | +35.0% |
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