+6,524.1%
AXP vs NSC
+5,576.5%
+947.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | +0.3% |
| 7D | +0.6% | -6.6% | +7.2% | +4.2% |
| 30D | +5.8% | +2.2% | +3.7% | +4.6% |
| 3M | -6.0% | -6.2% | +0.2% | -3.0% |
| 6M | +0.3% | +1.7% | -1.4% | -1.4% |
| YTD | -12.3% | +12.2% | -24.5% | -18.6% |
| 1Y | -11.2% | +15.4% | -26.7% | -18.8% |
| 3Y | +117.0% | +73.3% | +43.7% | +57.3% |
| 5Y | +93.2% | +24.7% | +68.5% | +64.3% |
| 10Y | +461.2% | +324.5% | +136.7% | +156.2% |
| All | +6,524.1% | +5,576.5% | +947.6% | +630.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling