+120.2%
AXP vs NVDL
+356.3%
-236.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.7% | +9.8% | +1.8% |
| 7D | -1.1% | -23.4% | +22.3% | +0.9% |
| 30D | +5.2% | -41.3% | +46.5% | +9.7% |
| 3M | -4.6% | -40.6% | +36.0% | -1.0% |
| 6M | +3.2% | -39.8% | +43.0% | +6.2% |
| YTD | -11.3% | -26.2% | +14.9% | -11.3% |
| 1Y | -11.0% | -30.0% | +19.0% | -10.8% |
| 3Y | +120.2% | +364.0% | -243.8% | +89.0% |
| All | +120.2% | +356.3% | -236.2% | +89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling