+114.8%
AXP vs ONON
-20.9%
+135.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | -2.1% | -3.0% | +0.9% | -1.5% |
| 30D | -6.5% | -26.7% | +20.2% | -1.2% |
| 3M | +4.6% | -25.3% | +29.9% | +10.0% |
| 6M | +5.4% | -35.3% | +40.7% | +13.5% |
| YTD | -11.1% | -39.8% | +28.7% | -3.0% |
| 1Y | -0.3% | -39.2% | +38.9% | +8.1% |
| 3Y | +111.6% | -4.2% | +115.8% | +103.5% |
| All | +114.8% | -20.9% | +135.8% | +97.6% |
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