+85.5%
AXP vs NXT
+208.8%
-123.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.9% | +5.4% | -0.9% |
| 7D | -2.1% | -6.0% | +3.9% | -1.6% |
| 30D | +2.7% | +5.4% | -2.8% | +1.9% |
| 3M | -7.3% | -9.7% | +2.4% | -6.8% |
| 6M | +1.8% | -25.3% | +27.1% | +3.4% |
| YTD | -13.1% | +7.5% | -20.5% | -15.7% |
| 1Y | -13.7% | -3.0% | -10.7% | -15.5% |
| 3Y | +113.1% | +171.4% | -58.3% | +76.4% |
| All | +85.5% | +208.8% | -123.3% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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