+324.0%
NEM vs AXP
+449.9%
-125.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | +13.4% | +0.6% | +12.8% | +13.4% |
| 30D | +6.5% | +5.8% | +0.7% | +5.8% |
| 3M | +14.9% | -6.0% | +20.9% | +15.7% |
| 6M | +5.5% | +0.3% | +5.2% | +5.5% |
| YTD | +21.9% | -12.3% | +34.1% | +23.4% |
| 1Y | +47.9% | -11.2% | +59.1% | +49.5% |
| 3Y | +238.2% | +117.0% | +121.2% | +208.5% |
| 5Y | +146.2% | +93.2% | +53.0% | +124.1% |
| All | +324.0% | +449.9% | -125.9% | +317.5% |
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