+117.0%
AXP vs OMC
+23.9%
+93.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +0.6% | +6.3% | -5.7% | -1.5% |
| 30D | +5.8% | +15.4% | -9.5% | +0.7% |
| 3M | -6.0% | +5.8% | -11.8% | -8.1% |
| 6M | +0.3% | +14.7% | -14.4% | -5.2% |
| YTD | -12.3% | +10.3% | -22.6% | -16.0% |
| 1Y | -11.2% | +23.2% | -34.5% | -19.4% |
| 3Y | +117.0% | +24.6% | +92.4% | +88.6% |
| All | +117.0% | +23.9% | +93.1% | +88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling