-11.7%
AXP vs OWL
-25.8%
+14.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -2.9% | -2.1% | -0.7% | -2.4% |
| 30D | +3.7% | +11.6% | -7.9% | +0.9% |
| 3M | -4.9% | -13.8% | +8.9% | -2.0% |
| 6M | +4.1% | +7.8% | -3.8% | +1.3% |
| YTD | -11.7% | -25.8% | +14.1% | -3.1% |
| 1Y | -11.7% | -26.5% | +14.8% | -4.3% |
| All | -11.7% | -25.8% | +14.1% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling