+197.9%
AXP vs OWL
+16.3%
+181.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.1% | +4.8% | +0.1% |
| 7D | +0.4% | -5.0% | +5.4% | +2.0% |
| 30D | +7.0% | +9.0% | -2.0% | +3.7% |
| 3M | -6.6% | -12.7% | +6.1% | -3.0% |
| 6M | +3.5% | -4.0% | +7.5% | +3.4% |
| YTD | -11.2% | -29.6% | +18.4% | -2.3% |
| 1Y | -10.2% | -31.9% | +21.8% | -0.3% |
| 3Y | +120.0% | -13.1% | +133.2% | +124.8% |
| 5Y | +95.6% | -27.0% | +122.6% | +90.5% |
| All | +197.9% | +16.3% | +181.5% | +170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling