+89.6%
AXP vs OMC
+49.2%
+40.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +0.6% | +6.3% | -5.7% | -2.1% |
| 30D | +5.8% | +15.4% | -9.5% | -0.9% |
| 3M | -6.0% | +5.8% | -11.8% | -8.8% |
| 6M | +0.3% | +14.7% | -14.4% | -6.9% |
| YTD | -12.3% | +10.3% | -22.6% | -17.9% |
| 1Y | -11.2% | +23.2% | -34.5% | -22.1% |
| 3Y | +117.0% | +24.6% | +92.4% | +81.4% |
| All | +89.6% | +49.2% | +40.3% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling