+253.0%
NEM vs AXP
+110.9%
+142.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.6% |
| 7D | +0.3% | -2.1% | +2.4% | +0.7% |
| 30D | +23.1% | -6.5% | +29.6% | +24.6% |
| 3M | +18.5% | +4.6% | +13.8% | +17.6% |
| 6M | +7.8% | +5.4% | +2.4% | +6.8% |
| YTD | +29.1% | -11.1% | +40.2% | +31.2% |
| 1Y | +72.7% | -0.3% | +73.0% | +71.7% |
| All | +253.0% | +110.9% | +142.1% | +161.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling