+523.3%
ON vs AXP
+418.6%
+104.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -4.3% |
| 7D | +12.2% | -0.1% | +12.4% | +12.4% |
| 30D | -3.1% | +4.4% | -7.6% | -6.6% |
| 3M | -12.9% | -6.4% | -6.5% | -8.4% |
| 6M | -38.6% | +4.2% | -42.7% | -41.2% |
| YTD | +31.2% | -12.4% | +43.6% | +42.3% |
| 1Y | +47.6% | -11.1% | +58.8% | +58.1% |
| 3Y | +6.6% | +114.9% | -108.3% | -45.6% |
| 5Y | +21.3% | +87.4% | -66.2% | -31.7% |
| All | +523.3% | +418.6% | +104.7% | +39.9% |
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