+113.8%
AXP vs NVDL
+2,608.0%
-2,494.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.2% |
| 7D | -2.5% | -0.8% | -1.6% | -2.4% |
| 30D | -5.0% | +3.4% | -8.4% | -5.6% |
| 3M | +1.4% | +8.1% | -6.8% | -0.1% |
| 6M | +6.0% | +31.9% | -25.9% | +1.7% |
| YTD | -12.3% | +21.1% | -33.4% | -15.5% |
| 1Y | +0.3% | +34.0% | -33.8% | -5.2% |
| 3Y | +111.7% | +677.9% | -566.3% | +55.9% |
| All | +113.8% | +2,608.0% | -2,494.3% | +29.1% |
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