+111.2%
AXP vs ONON
-24.2%
+135.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -2.8% | -5.3% | +2.6% | -1.7% |
| 30D | -5.9% | -13.1% | +7.2% | -3.2% |
| 3M | +2.6% | -29.3% | +32.0% | +9.1% |
| 6M | +6.4% | -34.5% | +41.0% | +14.2% |
| YTD | -12.6% | -42.2% | +29.6% | -3.8% |
| 1Y | +0.2% | -37.3% | +37.6% | +7.9% |
| 3Y | +110.9% | -9.3% | +120.2% | +105.2% |
| All | +111.2% | -24.2% | +135.4% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 10y: compounded portfolio wealth divided by compounded ONON 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…
10y analysis · Full analysis span regression · 6 months rolling