+116.8%
AXP vs NSC
+77.8%
+39.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -0.6% | -3.4% | +2.8% | +0.8% |
| 30D | +5.0% | +3.6% | +1.3% | +3.4% |
| 3M | -4.2% | -1.4% | -2.9% | -3.8% |
| 6M | +2.9% | +6.0% | -3.0% | -0.4% |
| YTD | -11.6% | +15.5% | -27.1% | -18.4% |
| 1Y | -11.1% | +16.2% | -27.3% | -18.2% |
| All | +116.8% | +77.8% | +39.0% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling