+543.2%
NBIS vs AXP
+18.2%
+525.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | -1.6% | -15.3% | -15.4% |
| 7D | +6.9% | -2.1% | +9.0% | +9.3% |
| 30D | -37.8% | +2.7% | -40.5% | -39.3% |
| 3M | -50.4% | -7.3% | -43.1% | -47.0% |
| 6M | -28.2% | +1.8% | -30.0% | -29.9% |
| YTD | +53.7% | -13.1% | +66.7% | +73.1% |
| 1Y | +36.3% | -13.7% | +50.0% | +54.6% |
| All | +543.2% | +18.2% | +525.0% | +450.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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