+114.5%
AXP vs NRG
+229.1%
-114.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +0.6% | +9.3% | -8.7% | -1.2% |
| 30D | -4.3% | +1.3% | -5.6% | -4.7% |
| 3M | +4.7% | -6.0% | +10.7% | +4.9% |
| 6M | +9.0% | -22.0% | +30.9% | +12.7% |
| YTD | -11.1% | -24.1% | +13.0% | -8.0% |
| 1Y | +1.3% | -18.0% | +19.3% | +2.0% |
| 3Y | +114.5% | +220.0% | -105.5% | +43.8% |
| All | +114.5% | +229.1% | -114.6% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 3y: compounded portfolio wealth divided by compounded NRG 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…
3y analysis · Full analysis span regression · 6 months rolling