+112.0%
AXP vs NVDL
+1,315.4%
-1,203.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.0% | +7.4% | -0.8% |
| 7D | -2.1% | -17.5% | +15.3% | -0.6% |
| 30D | +2.7% | -49.2% | +51.9% | +8.5% |
| 3M | -7.3% | -49.0% | +41.7% | -2.4% |
| 6M | +1.8% | -50.9% | +52.7% | +6.7% |
| YTD | -13.1% | -36.7% | +23.6% | -11.8% |
| 1Y | -13.7% | -43.0% | +29.3% | -11.8% |
| 3Y | +113.1% | +281.1% | -168.0% | +66.9% |
| All | +112.0% | +1,315.4% | -1,203.4% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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