+197.3%
AXP vs OWL
+22.0%
+175.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.6% | -4.6% | -0.8% |
| 7D | -1.1% | -2.4% | +1.2% | -0.5% |
| 30D | +5.2% | +9.3% | -4.0% | +1.9% |
| 3M | -4.6% | -11.0% | +6.4% | -1.5% |
| 6M | +3.2% | +2.4% | +0.8% | +0.9% |
| YTD | -11.3% | -26.2% | +14.8% | -4.1% |
| 1Y | -11.0% | -27.4% | +16.4% | -3.3% |
| 3Y | +120.2% | -8.7% | +128.9% | +121.2% |
| 5Y | +91.7% | -19.3% | +111.0% | +83.1% |
| All | +197.3% | +22.0% | +175.3% | +165.3% |
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