+89.6%
AXP vs NXT
+178.8%
-89.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.2% |
| 7D | -2.1% | -1.1% | -1.0% | -2.0% |
| 30D | -6.5% | -15.3% | +8.8% | -5.1% |
| 3M | +4.6% | -43.8% | +48.4% | +9.9% |
| 6M | +5.4% | -18.7% | +24.1% | +6.0% |
| YTD | -11.1% | -3.0% | -8.1% | -12.6% |
| 1Y | -0.3% | +22.7% | -23.0% | -5.0% |
| 3Y | +111.6% | +95.9% | +15.7% | +83.3% |
| All | +89.6% | +178.8% | -89.2% | +50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling