+87.2%
AXP vs NXT
+246.1%
-158.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.3% | -6.6% | -1.7% |
| 7D | +0.6% | +32.2% | -31.6% | -2.2% |
| 30D | +5.8% | +21.9% | -16.1% | +3.6% |
| 3M | -6.0% | +6.6% | -12.6% | -7.0% |
| 6M | +0.3% | -16.8% | +17.1% | +0.9% |
| YTD | -12.3% | +20.4% | -32.7% | -15.8% |
| 1Y | -11.2% | -1.5% | -9.7% | -13.1% |
| 3Y | +117.0% | +182.4% | -65.4% | +79.9% |
| All | +87.2% | +246.1% | -158.9% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling