+583.6%
ON vs AXP
+474.4%
+109.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.9% |
| 7D | +2.4% | -2.1% | +4.6% | +4.1% |
| 30D | -3.3% | -6.5% | +3.3% | +1.8% |
| 3M | -43.6% | +4.6% | -48.2% | -45.9% |
| 6M | +19.0% | +5.4% | +13.5% | +12.4% |
| YTD | +37.4% | -11.1% | +48.5% | +47.5% |
| 1Y | +54.8% | -0.3% | +55.1% | +50.3% |
| 3Y | -25.2% | +111.6% | -136.7% | -61.1% |
| 5Y | +62.7% | +117.6% | -54.9% | -18.7% |
| All | +583.6% | +474.4% | +109.3% | +82.4% |
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