+116.7%
AXP vs NVDL
+2,772.7%
-2,656.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.3% |
| 7D | -2.1% | +11.7% | -13.8% | -3.1% |
| 30D | -6.5% | +7.8% | -14.4% | -7.4% |
| 3M | +4.6% | +3.3% | +1.3% | +3.5% |
| 6M | +5.4% | +38.9% | -33.5% | +0.6% |
| YTD | -11.1% | +28.5% | -39.6% | -14.8% |
| 1Y | -0.3% | +40.6% | -40.9% | -6.2% |
| 3Y | +111.6% | +648.7% | -537.1% | +56.5% |
| All | +116.7% | +2,772.7% | -2,656.0% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling