+1,000.1%
AXP vs NVMI
+1,967.2%
-967.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -1.7% |
| 7D | -2.1% | +6.6% | -8.7% | -2.8% |
| 30D | -6.5% | -7.5% | +1.0% | -5.8% |
| 3M | +4.6% | -28.5% | +33.1% | +7.9% |
| 6M | +5.4% | -15.7% | +21.2% | +6.2% |
| YTD | -11.1% | +13.3% | -24.4% | -13.7% |
| 1Y | -0.3% | +48.3% | -48.6% | -6.5% |
| 3Y | +111.6% | +191.2% | -79.7% | +80.4% |
| 5Y | +117.6% | +268.7% | -151.1% | +79.3% |
| 10Y | +474.1% | +3,034.8% | -2,560.7% | +285.1% |
| All | +1,000.1% | +1,967.2% | -967.1% | +443.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling