-11.1%
AXP vs OMC
+24.9%
-36.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | -0.6% | +6.8% | -7.4% | -1.9% |
| 30D | +5.0% | +16.2% | -11.2% | +1.8% |
| 3M | -4.2% | +6.0% | -10.3% | -5.6% |
| 6M | +2.9% | +17.7% | -14.8% | -0.7% |
| YTD | -11.6% | +13.5% | -25.0% | -13.7% |
| 1Y | -11.1% | +27.2% | -38.3% | -15.0% |
| All | -11.1% | +24.9% | -36.0% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling