+440.3%
AXP vs NSC
+315.5%
+124.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | -0.2% |
| 7D | -1.1% | -5.4% | +4.2% | +2.4% |
| 30D | +5.2% | +2.9% | +2.3% | +3.2% |
| 3M | -4.6% | -2.2% | -2.4% | -3.5% |
| 6M | +3.2% | +5.3% | -2.1% | -1.3% |
| YTD | -11.3% | +14.8% | -26.1% | -20.7% |
| 1Y | -11.0% | +16.6% | -27.6% | -21.2% |
| 3Y | +120.2% | +78.6% | +41.6% | +40.6% |
| 5Y | +91.7% | +27.2% | +64.5% | +52.2% |
| 10Y | +440.3% | +302.5% | +137.8% | +107.3% |
| All | +440.3% | +315.5% | +124.8% | +107.3% |
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