+448.7%
AXP vs OMC
+52.3%
+396.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.7% |
| 7D | +0.6% | +6.3% | -5.7% | -3.0% |
| 30D | +5.8% | +15.4% | -9.5% | -3.0% |
| 3M | -6.0% | +5.8% | -11.8% | -9.8% |
| 6M | +0.3% | +14.7% | -14.4% | -9.3% |
| YTD | -12.3% | +10.3% | -22.6% | -20.3% |
| 1Y | -11.2% | +23.2% | -34.5% | -25.5% |
| 3Y | +117.0% | +24.6% | +92.4% | +73.2% |
| 5Y | +93.2% | +50.1% | +43.1% | +29.7% |
| All | +448.7% | +52.3% | +396.4% | +228.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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