+1,026.9%
AXP vs NRG
+1,589.2%
-562.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.5% | -3.2% |
| 7D | -2.1% | +7.1% | -9.2% | -4.3% |
| 30D | -6.5% | -1.4% | -5.1% | -6.4% |
| 3M | +4.6% | -10.5% | +15.1% | +6.7% |
| 6M | +5.4% | -26.7% | +32.2% | +13.3% |
| YTD | -11.1% | -24.5% | +13.4% | -6.2% |
| 1Y | -0.3% | -18.6% | +18.3% | +1.5% |
| 3Y | +111.6% | +227.1% | -115.6% | +26.3% |
| 5Y | +117.6% | +198.8% | -81.2% | +31.0% |
| 10Y | +474.1% | +1,122.3% | -648.1% | +105.1% |
| All | +1,026.9% | +1,589.2% | -562.3% | +317.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling