-9.4%
ONDS vs AXP
+179.8%
-189.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.5% |
| 7D | -3.8% | -0.6% | -3.2% | -3.3% |
| 30D | -17.2% | +5.0% | -22.2% | -20.7% |
| 3M | -40.2% | -4.2% | -35.9% | -38.2% |
| 6M | -38.5% | +2.9% | -41.5% | -40.2% |
| YTD | -42.9% | -11.6% | -31.3% | -37.8% |
| 1Y | -5.3% | -11.1% | +5.8% | +2.5% |
| 3Y | +820.7% | +116.7% | +703.9% | +413.6% |
| 5Y | -41.6% | +89.6% | -131.2% | -64.9% |
| All | -9.4% | +179.8% | -189.2% | -52.8% |
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