+424.9%
AXP vs OMC
+57.3%
+367.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | -2.9% | +1.6% | -4.4% | -3.7% |
| 30D | +3.7% | +15.3% | -11.6% | -4.9% |
| 3M | -4.9% | +4.5% | -9.4% | -8.0% |
| 6M | +4.1% | +20.8% | -16.7% | -8.7% |
| YTD | -11.7% | +13.5% | -25.2% | -21.2% |
| 1Y | -11.7% | +25.2% | -37.0% | -26.5% |
| 3Y | +116.5% | +30.5% | +86.0% | +67.8% |
| 5Y | +89.5% | +52.7% | +36.8% | +26.0% |
| 10Y | +424.9% | +55.2% | +369.7% | +207.8% |
| All | +424.9% | +57.3% | +367.6% | +207.8% |
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