+42.4%
ON vs AXP
-11.2%
+53.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.0% | +8.1% | +8.8% |
| 7D | -1.4% | -1.1% | -0.3% | -0.9% |
| 30D | -10.9% | +5.2% | -16.1% | -12.5% |
| 3M | -14.9% | -4.6% | -10.3% | -13.2% |
| 6M | -33.0% | +3.2% | -36.3% | -33.9% |
| YTD | +27.6% | -11.3% | +39.0% | +35.4% |
| All | +42.4% | -11.2% | +53.6% | +50.9% |
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 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