+116.7%
AXP vs OWL
-8.8%
+125.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -0.6% | +1.1% | -1.7% | -1.1% |
| 30D | +5.0% | +10.0% | -5.1% | +1.0% |
| 3M | -4.2% | -8.7% | +4.4% | -1.8% |
| 6M | +2.9% | +3.1% | -0.2% | 0.0% |
| YTD | -11.6% | -25.6% | +14.1% | -2.1% |
| 1Y | -11.1% | -25.5% | +14.4% | -2.0% |
| 3Y | +116.7% | -9.4% | +126.2% | +121.3% |
| All | +116.7% | -8.8% | +125.5% | +121.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling