+51.1%
NEM vs AXP
-6.4%
+57.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.2% | +7.7% | +9.2% |
| 7D | +3.7% | +4.6% | -0.9% | +2.3% |
| 30D | +2.0% | +9.7% | -7.8% | -0.6% |
| 3M | +21.1% | -3.8% | +24.9% | +22.1% |
| 6M | +9.5% | +4.8% | +4.7% | +8.1% |
| YTD | +19.1% | -9.1% | +28.1% | +21.3% |
| 1Y | +51.1% | -6.7% | +57.8% | +52.6% |
| All | +51.1% | -6.4% | +57.5% | +52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling