+193.9%
AXP vs OWL
+17.3%
+176.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.1% | +1.5% | -1.7% | -0.7% |
| 30D | +4.4% | +13.4% | -9.0% | -0.1% |
| 3M | -6.4% | -21.2% | +14.8% | +0.7% |
| 6M | +4.2% | +4.0% | +0.1% | +1.3% |
| YTD | -12.4% | -29.0% | +16.6% | -3.9% |
| 1Y | -11.1% | -28.4% | +17.3% | -3.1% |
| 3Y | +114.9% | -14.5% | +129.4% | +120.4% |
| 5Y | +87.4% | -21.5% | +108.9% | +81.2% |
| All | +193.9% | +17.3% | +176.6% | +165.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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