-13.7%
AXP vs OWL
-30.3%
+16.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.8% | -0.5% |
| 7D | -2.1% | +0.8% | -2.9% | -2.4% |
| 30D | +2.7% | +7.3% | -4.7% | +0.8% |
| 3M | -7.3% | -16.8% | +9.6% | -3.6% |
| 6M | +1.8% | +4.0% | -2.2% | -0.1% |
| YTD | -13.1% | -29.0% | +15.9% | -3.6% |
| 1Y | -13.7% | -29.7% | +15.9% | -4.4% |
| All | -13.7% | -30.3% | +16.6% | -4.4% |
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