+109.3%
AXP vs NVD
-98.5%
+207.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +1.1% |
| 7D | -0.1% | +28.6% | -28.7% | +2.2% |
| 30D | +4.4% | +73.6% | -69.2% | +10.0% |
| 3M | -6.4% | +70.1% | -76.5% | -1.3% |
| 6M | +4.2% | +53.6% | -49.4% | +9.7% |
| YTD | -12.4% | -7.0% | -5.4% | -11.1% |
| 1Y | -11.1% | -9.0% | -2.1% | -9.8% |
| 3Y | +114.9% | -98.3% | +213.2% | +71.9% |
| All | +109.3% | -98.5% | +207.9% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling