+117.0%
AXP vs NUE
+146.7%
-29.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -2.1% | +4.2% | -6.3% | -3.4% |
| 30D | -6.5% | -5.0% | -1.6% | -5.1% |
| 3M | +4.6% | -0.2% | +4.9% | +4.1% |
| 6M | +5.4% | +49.1% | -43.7% | -8.8% |
| YTD | -11.1% | +61.0% | -72.1% | -25.3% |
| 1Y | -0.3% | +82.5% | -82.8% | -20.0% |
| 3Y | +111.6% | +57.9% | +53.7% | +71.9% |
| All | +117.0% | +146.7% | -29.7% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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