+37.2%
NEM vs AXP
-11.5%
+48.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | +11.6% | -0.6% | +12.2% | +11.9% |
| 30D | +1.8% | +5.0% | -3.2% | +0.6% |
| 3M | +2.5% | -4.2% | +6.8% | +3.6% |
| 6M | +3.4% | +2.9% | +0.5% | +2.9% |
| YTD | +20.9% | -11.6% | +32.5% | +23.9% |
| 1Y | +37.2% | -11.1% | +48.3% | +41.1% |
| All | +37.2% | -11.5% | +48.7% | +41.1% |
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