+267.0%
RTX vs AXP
+449.9%
-182.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.6% |
| 7D | -5.1% | +0.6% | -5.7% | -5.5% |
| 30D | +5.1% | +5.8% | -0.7% | +2.1% |
| 3M | -14.8% | -6.0% | -8.8% | -12.3% |
| 6M | +8.0% | +0.3% | +7.7% | +7.1% |
| YTD | +4.5% | -12.3% | +16.7% | +9.7% |
| 1Y | +9.8% | -11.2% | +21.1% | +14.5% |
| 3Y | +144.2% | +117.0% | +27.2% | +46.5% |
| 5Y | +131.4% | +93.2% | +38.3% | +41.1% |
| All | +267.0% | +449.9% | -182.9% | +28.5% |
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 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