+89.5%
AXP vs OMC
+53.9%
+35.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | -2.9% | +1.6% | -4.4% | -3.5% |
| 30D | +3.7% | +15.3% | -11.6% | -2.8% |
| 3M | -4.9% | +4.5% | -9.4% | -7.1% |
| 6M | +4.1% | +20.8% | -16.7% | -5.7% |
| YTD | -11.7% | +13.5% | -25.2% | -18.4% |
| 1Y | -11.7% | +25.2% | -37.0% | -22.9% |
| 3Y | +116.5% | +30.5% | +86.0% | +76.8% |
| 5Y | +89.5% | +52.7% | +36.8% | +25.4% |
| All | +89.5% | +53.9% | +35.6% | +25.4% |
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