+1,019.8%
AXP vs NRG
+1,290.6%
-270.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -2.9% | +17.1% | -20.0% | -7.9% |
| 30D | +3.7% | -7.9% | +11.6% | +5.3% |
| 3M | -4.9% | -18.2% | +13.3% | -0.4% |
| 6M | +4.1% | -28.4% | +32.4% | +12.0% |
| YTD | -11.7% | -37.9% | +26.2% | -2.3% |
| 1Y | -11.7% | -39.2% | +27.5% | -1.9% |
| 3Y | +116.5% | +125.3% | -8.8% | +44.5% |
| 5Y | +89.5% | +215.7% | -126.2% | +10.3% |
| 10Y | +424.9% | +985.8% | -560.9% | +93.8% |
| All | +1,019.8% | +1,290.6% | -270.8% | +335.1% |
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