+198.0%
AXP vs OWL
+38.2%
+159.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -2.1% | -2.2% | +0.1% | -1.4% |
| 30D | -6.5% | +3.7% | -10.2% | -7.9% |
| 3M | +4.6% | +17.5% | -12.9% | -1.6% |
| 6M | +5.4% | +18.5% | -13.1% | -2.1% |
| YTD | -11.1% | -16.3% | +5.2% | -7.3% |
| 1Y | -0.3% | -29.7% | +29.4% | +9.7% |
| 3Y | +111.6% | +14.2% | +97.4% | +98.6% |
| 5Y | +117.6% | +2.5% | +115.1% | +98.6% |
| All | +198.0% | +38.2% | +159.8% | +156.4% |
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 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