+5,557.6%
AXP vs O
+5,283.0%
+274.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.6% |
| 7D | +0.4% | +4.5% | -4.1% | -2.1% |
| 30D | +7.0% | +10.2% | -3.2% | +1.2% |
| 3M | -6.6% | -3.8% | -2.8% | -4.6% |
| 6M | +3.5% | -3.8% | +7.3% | +5.3% |
| YTD | -11.2% | +10.3% | -21.5% | -16.9% |
| 1Y | -10.2% | +11.9% | -22.0% | -16.7% |
| 3Y | +120.0% | +38.1% | +81.9% | +76.8% |
| 5Y | +95.6% | +11.1% | +84.5% | +77.4% |
| 10Y | +468.1% | +72.7% | +395.4% | +281.9% |
| All | +5,557.6% | +5,283.0% | +274.6% | +901.7% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 all: compounded portfolio wealth divided by compounded O 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…
all analysis · Full analysis span regression · 6 months rolling