+379.9%
NEM vs AXP
+428.9%
-49.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +0.3% | -2.9% | +3.2% | +0.7% |
| 30D | +1.1% | +3.7% | -2.6% | +0.7% |
| 3M | +1.3% | -4.9% | +6.2% | +1.9% |
| 6M | -1.4% | +4.1% | -5.4% | -1.8% |
| YTD | +19.4% | -11.7% | +31.1% | +20.8% |
| 1Y | +32.9% | -11.7% | +44.7% | +34.5% |
| 3Y | +267.0% | +116.5% | +150.5% | +234.5% |
| 5Y | +131.0% | +89.5% | +41.5% | +110.4% |
| 10Y | +379.9% | +424.9% | -45.0% | +335.2% |
| All | +379.9% | +428.9% | -49.0% | +335.2% |
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