+119.9%
AXP vs NVDX
+376.7%
-256.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.0% | +7.4% | -0.8% |
| 7D | -2.1% | -17.5% | +15.4% | -0.7% |
| 30D | +2.7% | -49.2% | +51.9% | +8.2% |
| 3M | -7.3% | -49.3% | +42.1% | -2.6% |
| 6M | +1.8% | -52.0% | +53.7% | +6.7% |
| YTD | -13.1% | -39.1% | +26.0% | -11.6% |
| 1Y | -13.7% | -45.8% | +32.1% | -11.5% |
| 3Y | +113.1% | +281.3% | -168.2% | +77.5% |
| All | +119.9% | +376.7% | -256.8% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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