+9.8%
RTX vs AXP
-11.3%
+21.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -5.1% | +0.6% | -5.7% | -5.2% |
| 30D | +5.1% | +5.8% | -0.7% | +4.3% |
| 3M | -14.8% | -6.0% | -8.8% | -14.1% |
| 6M | +8.0% | +0.3% | +7.7% | +7.6% |
| YTD | +4.5% | -12.3% | +16.7% | +5.1% |
| 1Y | +9.8% | -11.2% | +21.1% | +10.5% |
| All | +9.8% | -11.3% | +21.2% | +10.5% |
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