+1,310.2%
AXP vs NDAQ
+2,327.9%
-1,017.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -0.3% |
| 7D | -2.1% | -2.4% | +0.3% | -1.1% |
| 30D | -6.5% | +2.5% | -9.0% | -7.6% |
| 3M | +4.6% | +9.9% | -5.3% | +0.1% |
| 6M | +5.4% | +9.4% | -4.0% | +0.8% |
| YTD | -11.1% | +0.4% | -11.5% | -12.2% |
| 1Y | -0.3% | +4.0% | -4.3% | -3.1% |
| 3Y | +111.6% | +94.4% | +17.2% | +58.6% |
| 5Y | +117.6% | +56.7% | +60.9% | +76.7% |
| 10Y | +474.1% | +375.3% | +98.8% | +202.3% |
| All | +1,310.2% | +2,327.9% | -1,017.7% | +424.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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