+452.4%
ON vs AXP
+449.9%
+2.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.5% |
| 7D | -11.7% | +0.6% | -12.3% | -12.1% |
| 30D | -23.3% | +5.8% | -29.1% | -26.9% |
| 3M | -19.2% | -6.0% | -13.2% | -15.4% |
| 6M | -40.1% | +0.3% | -40.4% | -41.0% |
| YTD | +16.9% | -12.3% | +29.2% | +26.7% |
| 1Y | +29.7% | -11.2% | +41.0% | +39.0% |
| 3Y | -4.4% | +117.0% | -121.4% | -51.5% |
| 5Y | +7.1% | +93.2% | -86.1% | -41.1% |
| All | +452.4% | +449.9% | +2.5% | +25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling