+43.1%
NEM vs AXP
-11.2%
+54.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.2% |
| 7D | +14.7% | -1.1% | +15.8% | +15.1% |
| 30D | +6.2% | +5.2% | +1.0% | +4.8% |
| 3M | +11.0% | -4.6% | +15.6% | +12.2% |
| 6M | +7.9% | +3.2% | +4.7% | +7.3% |
| YTD | +26.2% | -11.3% | +37.5% | +29.2% |
| All | +43.1% | -11.2% | +54.4% | +47.1% |
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