-11.1%
AXP vs NXT
-8.4%
-2.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.6% | +0.1% |
| 7D | -0.6% | +4.0% | -4.6% | -0.9% |
| 30D | +5.0% | +15.9% | -11.0% | +3.7% |
| 3M | -4.2% | -3.0% | -1.2% | -4.4% |
| 6M | +2.9% | -20.7% | +23.7% | +3.5% |
| YTD | -11.6% | +14.6% | -26.2% | -14.3% |
| 1Y | -11.1% | -7.1% | -4.0% | -11.3% |
| All | -11.1% | -8.4% | -2.7% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling