+111.7%
AXP vs NVD
-98.8%
+210.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.7% | -7.7% | +1.8% |
| 7D | -1.1% | +23.8% | -24.9% | +0.9% |
| 30D | +5.2% | +57.0% | -51.7% | +9.8% |
| 3M | -4.6% | +41.6% | -46.1% | -1.0% |
| 6M | +3.2% | +17.6% | -14.4% | +6.1% |
| YTD | -11.3% | -21.4% | +10.0% | -11.5% |
| 1Y | -11.0% | -23.3% | +12.3% | -11.0% |
| 3Y | +120.2% | -98.7% | +218.8% | +72.0% |
| All | +111.7% | -98.8% | +210.5% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 10y: compounded portfolio wealth divided by compounded NVD 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…
10y analysis · Full analysis span regression · 6 months rolling