+424.9%
AXP vs NSC
+303.9%
+121.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.6% |
| 7D | -2.9% | -3.5% | +0.7% | -0.6% |
| 30D | +3.7% | +3.9% | -0.2% | +1.1% |
| 3M | -4.9% | -0.8% | -4.1% | -4.7% |
| 6M | +4.1% | +7.1% | -3.1% | -1.6% |
| YTD | -11.7% | +16.4% | -28.1% | -21.7% |
| 1Y | -11.7% | +16.9% | -28.6% | -21.9% |
| 3Y | +116.5% | +78.4% | +38.1% | +38.5% |
| 5Y | +89.5% | +33.1% | +56.4% | +45.6% |
| 10Y | +424.9% | +299.9% | +125.0% | +103.6% |
| All | +424.9% | +303.9% | +121.0% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling