+18.7%
ON vs AXP
+91.8%
-73.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.0% | +8.1% | +8.4% |
| 7D | -1.4% | -1.1% | -0.3% | -0.4% |
| 30D | -10.9% | +5.2% | -16.1% | -14.4% |
| 3M | -14.9% | -4.6% | -10.3% | -11.9% |
| 6M | -33.0% | +3.2% | -36.3% | -35.4% |
| YTD | +27.6% | -11.3% | +39.0% | +37.3% |
| 1Y | +44.5% | -11.0% | +55.5% | +54.8% |
| 3Y | +7.4% | +120.2% | -112.8% | -46.6% |
| 5Y | +18.7% | +91.7% | -73.0% | -33.6% |
| All | +18.7% | +91.8% | -73.1% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling