+200.1%
AXP vs ONTO
+341.5%
-141.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -15.6% | +13.3% | +1.7% |
| 7D | +0.4% | -29.7% | +30.1% | +9.0% |
| 30D | +7.0% | -50.3% | +57.3% | +26.4% |
| 3M | -6.6% | -43.5% | +36.9% | +4.7% |
| 6M | +3.5% | -48.9% | +52.3% | +15.1% |
| YTD | -11.2% | -1.2% | -10.0% | -21.0% |
| 1Y | -10.2% | +14.9% | -25.1% | -24.2% |
| 3Y | +120.0% | +31.2% | +88.9% | +51.0% |
| 5Y | +95.6% | +68.1% | +27.5% | +9.4% |
| All | +200.1% | +341.5% | -141.5% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling