+117.0%
AXP vs OMC
+33.9%
+83.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | 0.0% |
| 7D | -2.1% | -6.4% | +4.3% | +0.7% |
| 30D | -6.5% | +1.1% | -7.7% | -7.3% |
| 3M | +4.6% | +10.4% | -5.8% | -0.8% |
| 6M | +5.4% | -1.7% | +7.1% | +5.2% |
| YTD | -11.1% | +4.4% | -15.6% | -14.6% |
| 1Y | -0.3% | +8.4% | -8.7% | -6.9% |
| 3Y | +111.6% | +14.4% | +97.2% | +85.2% |
| All | +117.0% | +33.9% | +83.1% | +58.1% |
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