+47.6%
ON vs AXP
-6.4%
+54.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.6% |
| 7D | -5.8% | +4.6% | -10.4% | -7.4% |
| 30D | -17.1% | +9.7% | -26.8% | -20.0% |
| 3M | -11.8% | -3.8% | -8.0% | -10.6% |
| 6M | -30.2% | +4.8% | -35.0% | -31.5% |
| YTD | +31.6% | -9.1% | +40.6% | +38.1% |
| 1Y | +47.6% | -6.7% | +54.3% | +50.6% |
| All | +47.6% | -6.4% | +54.0% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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