+85.9%
AXP vs NSC
+34.1%
+51.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.0% |
| 7D | -2.1% | +1.6% | -3.8% | -2.9% |
| 30D | +2.7% | +4.2% | -1.5% | +0.6% |
| 3M | -7.3% | -0.2% | -7.0% | -7.3% |
| 6M | +1.8% | +7.6% | -5.8% | -2.6% |
| YTD | -13.1% | +17.4% | -30.4% | -21.0% |
| 1Y | -13.7% | +18.3% | -32.0% | -22.0% |
| 3Y | +113.1% | +79.8% | +33.3% | +50.0% |
| 5Y | +85.9% | +34.3% | +51.6% | +43.4% |
| All | +85.9% | +34.1% | +51.8% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling