-10.9%
AXP vs OWL
-28.3%
+17.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.6% | -4.6% | -0.3% |
| 7D | -1.1% | -2.4% | +1.2% | -0.6% |
| 30D | +5.2% | +9.3% | -4.0% | +2.9% |
| 3M | -4.6% | -11.0% | +6.4% | -2.4% |
| 6M | +3.2% | +2.4% | +0.8% | +1.8% |
| YTD | -11.3% | -26.2% | +14.8% | -2.6% |
| All | -10.9% | -28.3% | +17.4% | -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