+479.4%
NBIS vs AXP
+19.2%
+460.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.8% | -10.7% | -10.7% |
| 7D | -10.5% | -0.1% | -10.4% | -10.2% |
| 30D | -37.7% | +4.4% | -42.1% | -40.3% |
| 3M | -54.6% | -6.4% | -48.1% | -51.9% |
| 6M | -44.1% | +4.2% | -48.2% | -46.5% |
| YTD | +38.4% | -12.4% | +50.8% | +54.7% |
| 1Y | +30.7% | -11.1% | +41.9% | +43.3% |
| All | +479.4% | +19.2% | +460.2% | +391.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling