+91.7%
AXP vs ONTO
+112.9%
-21.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.0% | -10.9% | -1.0% |
| 7D | -1.1% | +1.4% | -2.5% | -1.9% |
| 30D | +5.2% | -34.1% | +39.4% | +12.1% |
| 3M | -4.6% | -37.1% | +32.5% | +1.6% |
| 6M | +3.2% | -31.8% | +35.1% | +5.4% |
| YTD | -11.3% | +22.9% | -34.3% | -21.8% |
| 1Y | -11.0% | +39.5% | -50.5% | -23.9% |
| 3Y | +120.2% | +57.7% | +62.5% | +64.1% |
| 5Y | +91.7% | +115.8% | -24.1% | +15.4% |
| All | +91.7% | +112.9% | -21.2% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 5y: compounded portfolio wealth divided by compounded ONTO 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…
5y analysis · Full analysis span regression · 6 months rolling