+150.6%
RTX vs AXP
+110.9%
+39.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -5.2% | -2.1% | -3.0% | -4.7% |
| 30D | -9.4% | -6.5% | -2.8% | -8.1% |
| 3M | +12.3% | +4.6% | +7.6% | +11.0% |
| 6M | -3.1% | +5.4% | -8.5% | -4.5% |
| YTD | +10.7% | -11.1% | +21.8% | +13.0% |
| 1Y | +28.4% | -0.3% | +28.7% | +27.3% |
| All | +150.6% | +110.9% | +39.7% | +108.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling