+89.5%
AXP vs NXT
+228.5%
-139.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.7% | +4.4% | -1.7% |
| 7D | +0.4% | +24.7% | -24.4% | -1.8% |
| 30D | +7.0% | +13.0% | -6.0% | +5.6% |
| 3M | -6.6% | -0.2% | -6.4% | -6.9% |
| 6M | +3.5% | -19.3% | +22.7% | +4.4% |
| YTD | -11.2% | +14.3% | -25.5% | -14.3% |
| 1Y | -10.2% | -11.0% | +0.8% | -11.2% |
| 3Y | +120.0% | +167.8% | -47.7% | +83.4% |
| All | +89.5% | +228.5% | -139.0% | +47.6% |
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