+6,610.0%
AXP vs NSC
+5,745.4%
+864.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.4% |
| 7D | -2.1% | -5.5% | +3.4% | +0.8% |
| 30D | -6.5% | -3.2% | -3.3% | -5.0% |
| 3M | +4.6% | +7.7% | -3.0% | +0.2% |
| 6M | +5.4% | +4.5% | +0.9% | +1.9% |
| YTD | -11.1% | +15.6% | -26.7% | -18.7% |
| 1Y | -0.3% | +19.8% | -20.1% | -10.5% |
| 3Y | +111.6% | +70.1% | +41.5% | +54.6% |
| 5Y | +117.6% | +46.1% | +71.5% | +70.2% |
| 10Y | +474.1% | +328.1% | +146.0% | +160.5% |
| All | +6,610.0% | +5,745.4% | +864.6% | +629.4% |
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 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