-6.8%
ONDS vs AXP
+179.5%
-186.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | +8.7% | -2.9% | +11.6% | +11.5% |
| 30D | -14.1% | +3.7% | -17.8% | -16.9% |
| 3M | -41.2% | -4.9% | -36.3% | -38.9% |
| 6M | -39.2% | +4.1% | -43.2% | -41.4% |
| YTD | -41.3% | -11.7% | -29.6% | -36.0% |
| 1Y | -1.2% | -11.7% | +10.5% | +7.6% |
| 3Y | +847.1% | +116.5% | +730.6% | +428.8% |
| 5Y | -44.8% | +89.5% | -134.3% | -66.8% |
| All | -6.8% | +179.5% | -186.3% | -51.4% |
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