+110.1%
AXP vs ONON
-6.6%
+116.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.2% | -0.6% |
| 7D | -2.1% | -11.9% | +9.8% | +0.3% |
| 30D | +2.7% | -6.8% | +9.5% | +3.9% |
| 3M | -7.3% | +6.6% | -13.9% | -8.8% |
| 6M | +1.8% | -2.2% | +4.0% | +0.9% |
| YTD | -13.1% | -28.9% | +15.8% | -8.5% |
| 1Y | -13.7% | -20.3% | +6.6% | -11.3% |
| 3Y | +113.1% | +22.9% | +90.2% | +95.0% |
| 5Y | +85.9% | -11.1% | +97.0% | +64.8% |
| All | +110.1% | -6.6% | +116.7% | +86.3% |
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