+140.4%
AXP vs OSCR
-9.5%
+149.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.6% |
| 7D | -2.8% | +1.1% | -3.8% | -2.9% |
| 30D | -5.9% | +16.5% | -22.4% | -7.2% |
| 3M | +2.6% | +17.0% | -14.4% | +0.9% |
| 6M | +6.4% | +145.0% | -138.5% | -2.3% |
| YTD | -12.6% | +126.7% | -139.3% | -19.4% |
| 1Y | +0.2% | +67.2% | -67.0% | -6.0% |
| 3Y | +110.9% | +405.1% | -294.2% | +70.7% |
| 5Y | +114.7% | +86.2% | +28.6% | +68.6% |
| All | +140.4% | -9.5% | +149.9% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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