+29.7%
ON vs AXP
-11.3%
+41.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | -11.7% | +0.6% | -12.3% | -11.7% |
| 30D | -23.3% | +5.8% | -29.1% | -24.8% |
| 3M | -19.2% | -6.0% | -13.2% | -17.2% |
| 6M | -40.1% | +0.3% | -40.4% | -40.1% |
| YTD | +16.9% | -12.3% | +29.2% | +24.3% |
| 1Y | +29.7% | -11.2% | +41.0% | +36.7% |
| All | +29.7% | -11.3% | +41.1% | +36.7% |
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