+113.5%
AXP vs ONON
-1.9%
+115.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.9% | -10.1% | +7.3% | -0.8% |
| 30D | +3.7% | -1.8% | +5.5% | +3.9% |
| 3M | -4.9% | +12.3% | -17.2% | -7.4% |
| 6M | +4.1% | +2.0% | +2.1% | +2.3% |
| YTD | -11.7% | -25.3% | +13.6% | -7.9% |
| 1Y | -11.7% | -1.3% | -10.4% | -13.4% |
| 3Y | +116.5% | +29.0% | +87.5% | +96.3% |
| 5Y | +89.5% | -6.2% | +95.7% | +66.3% |
| All | +113.5% | -1.9% | +115.4% | +87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling