+6,610.0%
AXP vs OMC
+6,006.3%
+603.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | +0.3% |
| 7D | -2.1% | -6.4% | +4.3% | +1.3% |
| 30D | -6.5% | +1.1% | -7.7% | -7.4% |
| 3M | +4.6% | +10.4% | -5.8% | -1.9% |
| 6M | +5.4% | -1.7% | +7.1% | +5.0% |
| YTD | -11.1% | +4.4% | -15.6% | -16.0% |
| 1Y | -0.3% | +8.4% | -8.7% | -8.7% |
| 3Y | +111.6% | +14.4% | +97.2% | +84.1% |
| 5Y | +117.6% | +33.9% | +83.7% | +69.9% |
| 10Y | +474.1% | +34.9% | +439.3% | +335.4% |
| All | +6,610.0% | +6,006.3% | +603.8% | +1,163.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling