-13.3%
ONDS vs AXP
+177.7%
-190.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.2% | +19.3% | +19.0% |
| 7D | -15.6% | +0.6% | -16.2% | -16.3% |
| 30D | -25.8% | +5.8% | -31.6% | -29.5% |
| 3M | -39.0% | -6.0% | -32.9% | -36.1% |
| 6M | -42.9% | +0.3% | -43.2% | -43.3% |
| YTD | -45.3% | -12.3% | -33.1% | -40.2% |
| 1Y | +1.6% | -11.2% | +12.9% | +10.1% |
| 3Y | +834.3% | +117.0% | +717.3% | +421.5% |
| 5Y | -43.8% | +93.2% | -137.0% | -66.3% |
| All | -13.3% | +177.7% | -190.9% | -54.5% |
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 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