+467.1%
AXP vs NVMI
+3,062.9%
-2,595.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.1% |
| 7D | -2.5% | +6.9% | -9.4% | -4.2% |
| 30D | -5.0% | -2.8% | -2.2% | -4.6% |
| 3M | +1.4% | -27.3% | +28.7% | +8.0% |
| 6M | +6.0% | -13.7% | +19.7% | +6.2% |
| YTD | -12.3% | +13.8% | -26.2% | -19.5% |
| 1Y | +0.3% | +34.9% | -34.6% | -13.3% |
| 3Y | +111.7% | +213.5% | -101.9% | +31.0% |
| 5Y | +114.5% | +272.5% | -157.9% | +20.2% |
| 10Y | +467.1% | +3,142.4% | -2,675.4% | +90.8% |
| All | +467.1% | +3,062.9% | -2,595.8% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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