+607.2%
NBIS vs AXP
+20.5%
+586.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.0% | +8.2% | +8.3% |
| 7D | 0.0% | -1.1% | +1.2% | +1.2% |
| 30D | -36.0% | +5.2% | -41.3% | -39.2% |
| 3M | -24.7% | -4.6% | -20.2% | -21.7% |
| 6M | -20.1% | +3.2% | -23.3% | -23.3% |
| YTD | +69.0% | -11.3% | +80.3% | +86.5% |
| 1Y | +27.1% | -11.0% | +38.1% | +39.2% |
| All | +607.2% | +20.5% | +586.7% | +492.5% |
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