+385.9%
NEM vs AXP
+429.4%
-43.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | +11.6% | -0.6% | +12.2% | +11.7% |
| 30D | +1.8% | +5.0% | -3.2% | +1.3% |
| 3M | +2.5% | -4.2% | +6.8% | +3.0% |
| 6M | +3.4% | +2.9% | +0.5% | +3.1% |
| YTD | +20.9% | -11.6% | +32.5% | +22.3% |
| 1Y | +37.2% | -11.1% | +48.3% | +38.7% |
| 3Y | +271.6% | +116.7% | +154.9% | +238.6% |
| 5Y | +136.6% | +89.6% | +47.0% | +115.6% |
| All | +385.9% | +429.4% | -43.5% | +340.6% |
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 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