+162.5%
ON vs AXP
+952.8%
-790.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.3% | -9.3% | -10.1% |
| 7D | -16.3% | +0.4% | -16.6% | -16.4% |
| 30D | -27.0% | +7.0% | -34.0% | -30.2% |
| 3M | -18.1% | -6.6% | -11.5% | -14.6% |
| 6M | -38.6% | +3.5% | -42.1% | -40.5% |
| YTD | +16.4% | -11.2% | +27.5% | +23.4% |
| 1Y | +25.8% | -10.2% | +36.0% | +32.4% |
| 3Y | -7.7% | +120.0% | -127.7% | -45.5% |
| 5Y | +6.6% | +95.6% | -89.0% | -32.2% |
| 10Y | +444.6% | +468.1% | -23.5% | +82.2% |
| All | +162.5% | +952.8% | -790.2% | -54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling