+169.3%
RTX vs AXP
+118.2%
+51.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | -5.2% | -2.1% | -3.0% | -4.6% |
| 30D | -9.4% | -6.5% | -2.8% | -7.6% |
| 3M | +12.3% | +4.6% | +7.6% | +10.6% |
| 6M | -3.1% | +5.4% | -8.5% | -4.9% |
| YTD | +10.7% | -11.1% | +21.8% | +13.7% |
| 1Y | +28.4% | -0.3% | +28.7% | +27.0% |
| 3Y | +147.1% | +111.6% | +35.5% | +85.3% |
| All | +169.3% | +118.2% | +51.2% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling