-2.9%
ONDS vs AXP
+180.5%
-183.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.0% | +10.9% | +11.1% |
| 7D | +3.8% | -1.1% | +4.9% | +4.7% |
| 30D | -11.3% | +5.2% | -16.5% | -15.2% |
| 3M | -34.5% | -4.6% | -29.9% | -32.1% |
| 6M | -34.1% | +3.2% | -37.3% | -36.1% |
| YTD | -38.8% | -11.3% | -27.5% | -33.5% |
| 1Y | +2.8% | -11.0% | +13.8% | +11.1% |
| 3Y | +1,111.0% | +120.2% | +990.8% | +568.6% |
| 5Y | -33.7% | +91.7% | -125.4% | -60.3% |
| All | -2.9% | +180.5% | -183.5% | -49.5% |
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